Dependence in Probability and Statistics (Paperback) (ISBN-13: 9783642141034)

Permutation and bootstrap statistics under infinite variance.- Max-Stable Processes: Representations, Ergodic Properties and Statistical Applications.- Best attainable rates of convergence for the estimation of the memory parameter.- Harmonic analysis tools for statistical inference in the spectral domain.- On the impact of the number of vanishing moments on the dependence structures of compound Poisson motion and fractional Brownian motion in multifractal time.- Multifractal scenarios for products of geometric Ornstein-Uhlenbeck type processes.- A new look at measuring dependence.- Robust regression with infinite moving average errors.- A note on the monitoring of changes in linear models with dependent errors.- Testing for homogeneity of variance in the wavelet domain..

Author: Paul Doukhan
ISBN-10: 364214103X
ISBN-13: 9783642141034
Publisher: Springer
Language: English
Published: 08/11/2010
Pages: 205
Format: Paperback
Weight: 0.72lbs
Size: 9.21h x 6.14w x 0.48d