Dependence in Probability and Statistics: Lecture Notes in Statistics, Volume 200

By Paul Doukhan

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..

• Format: Paperback
• Language: English
• ISBN: 364214103X
• ISBN13: 9783642141034
• Release Date: August 2010
• Publisher: Springer
• Length: 205 Pages
• Weight: 0.72 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"