Dependence in Probability and Statistics

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This volume collects recent works on weakly dependent, long-memory and multifractal processes and introduces new dependence measures for studying complex stochastic systems. Other topics include the statistical theory for bootstrap and permutation statistics for infinite variance processes, the depe...

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Detalles Bibliográficos
Autores principales: Doukhan, Paul, Lang, Gabriel, Surgailis, Donatas, Teyssiere, Gilles
Lenguaje:eng
Publicado: Springer 2010
Materias:
Mathematical Physics and Mathematics
Acceso en línea:https://dx.doi.org/10.1007/978-3-642-14104-1
http://cds.cern.ch/record/1412332
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author Doukhan, Paul
Lang, Gabriel
Surgailis, Donatas
Teyssiere, Gilles
author_facet Doukhan, Paul
Lang, Gabriel
Surgailis, Donatas
Teyssiere, Gilles
author_sort Doukhan, Paul
collection CERN
description This volume collects recent works on weakly dependent, long-memory and multifractal processes and introduces new dependence measures for studying complex stochastic systems. Other topics include the statistical theory for bootstrap and permutation statistics for infinite variance processes, the dependence structure of max-stable processes, and the statistical properties of spectral estimators of the long memory parameter. The asymptotic behavior of Fejer graph integrals and their use for proving central limit theorems for tapered estimators are investigated. New multifractal processes are intr
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institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2010
publisher Springer
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spelling cern-14123322021-04-22T00:45:31Zdoi:10.1007/978-3-642-14104-1http://cds.cern.ch/record/1412332engDoukhan, PaulLang, GabrielSurgailis, DonatasTeyssiere, GillesDependence in Probability and StatisticsMathematical Physics and MathematicsThis volume collects recent works on weakly dependent, long-memory and multifractal processes and introduces new dependence measures for studying complex stochastic systems. Other topics include the statistical theory for bootstrap and permutation statistics for infinite variance processes, the dependence structure of max-stable processes, and the statistical properties of spectral estimators of the long memory parameter. The asymptotic behavior of Fejer graph integrals and their use for proving central limit theorems for tapered estimators are investigated. New multifractal processes are intrSpringeroai:cds.cern.ch:14123322010
spellingShingle Mathematical Physics and Mathematics
Doukhan, Paul
Lang, Gabriel
Surgailis, Donatas
Teyssiere, Gilles
Dependence in Probability and Statistics
title Dependence in Probability and Statistics
title_full Dependence in Probability and Statistics
title_fullStr Dependence in Probability and Statistics
title_full_unstemmed Dependence in Probability and Statistics
title_short Dependence in Probability and Statistics
title_sort dependence in probability and statistics
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-3-642-14104-1
http://cds.cern.ch/record/1412332
work_keys_str_mv AT doukhanpaul dependenceinprobabilityandstatistics
AT langgabriel dependenceinprobabilityandstatistics
AT surgailisdonatas dependenceinprobabilityandstatistics
AT teyssieregilles dependenceinprobabilityandstatistics

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