An edition of Dependence in probability and statistics
(2010)
Dependence in probability and statistics
by Paul Doukhan
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Book Details
Table of Contents
Permutation and bootstrap statistics under infinite variance / István Berkes, Lajos Horváth, and Johannes Schauer
Max-stable processes : representations, ergodic properties and statistical applications / Stilian A. Stoev
Best attainable rates of convergence for the estimation of the memory parameter / Philippe Soulier
Harmonic analysis tools for statistical inference in the spectral domain / Florin Avram, Nikolai Leonenko, and Ludmila Sakhno
On the impact of the number of vanishing moments on the dependence structures of compound Poisson motion and fractional Brownian motion in multifractal time / Béatrice Vedel ... [et al.]
Multifractal scenarios for products of geometric Ornstein-Uhlenbeck type processes / Vo V. Anh, Nikolai N. Leonenko, and Narn-Rueih Shieh
A new look at measuring dependence / Wei Biao Wu and Jan Mielniczuk
Robust regression with infinite moving average errors / Patrick J. Farrell and Mohamedou Ould-Haye
A note on the monitoring of changes in linear models with dependent errors / Alexander Schmitz and Josef G. Steinebach
Testing for homogeneity of variance in the wavelet domain / Olaf Kouamo, Eric Moulines, and Francois Roueff.
Edition Notes
Includes bibliographical references.
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| January 3, 2023 | Edited by MARC Bot | import existing book |
| September 11, 2021 | Edited by ImportBot | import existing book |
| June 29, 2019 | Edited by MARC Bot | import existing book |
| February 15, 2012 | Created by LC Bot | import new book |