Doukhan / Lang / Surgailis Dependence in Probability and Statistics
1. Auflage 2010
ISBN: 978-3-642-14104-1
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
E-Book, Englisch, 205 Seiten, Web PDF
Reihe: Mathematics and Statistics (R0)
ISBN: 978-3-642-14104-1
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
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Research
Autoren/Hrsg.
Weitere Infos & Material
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..
