Asymptotic Theory Of Weakly Dependent Random Processes
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Asymptotic Theory Of Weakly Dependent Random Processes
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Author : Emmanuel Rio
language : en
Publisher: Springer
Release Date : 2017-04-13
Asymptotic Theory Of Weakly Dependent Random Processes written by Emmanuel Rio and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-04-13 with Mathematics categories.
Ces notes sont consacrées aux inégalités et aux théorèmes limites classiques pour les suites de variables aléatoires absolument régulières ou fortement mélangeantes au sens de Rosenblatt. Le but poursuivi est de donner des outils techniques pour l'étude des processus faiblement dépendants aux statisticiens ou aux probabilistes travaillant sur ces processus.
The Asymptotic Theory Of Extreme Order Statistics
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Author : János Galambos
language : en
Publisher:
Release Date : 1987
The Asymptotic Theory Of Extreme Order Statistics written by János Galambos and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with Mathematics categories.
Dependence In Probability And Statistics
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Author : Murad Taqqu
language : de
Publisher: Springer-Verlag
Release Date : 2019-06-12
Dependence In Probability And Statistics written by Murad Taqqu and has been published by Springer-Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-06-12 with Mathematics categories.
The Asymptotic Theory Of Extreme Order Statistics
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Author : Janos Galambos
language : en
Publisher: John Wiley & Sons
Release Date : 1978-05-03
The Asymptotic Theory Of Extreme Order Statistics written by Janos Galambos and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 1978-05-03 with Mathematics categories.
Discusses the stochastic regularity in extreme behavior, presenting the asymptotic theory of extremes as the number of components making up the extremes increases indefinitely. Determines all limiting distributions under different sets of conditions and fully covering the multivariate extreme value theory. Offers for the first time in book form discussions of multivariate extreme value distributions (with full details), extreme value theory for dependent samples, and the almost sure behavior of extremes, extremes for random sample sizes, records and record times, and inequalities of estimates in the univariate case. Mathematically rigorous yet easily accessible, it is equally suitable for textbook adoption or as a major reference source.
Asymptotic Fluctuation Behavior Of Sums Of Weakly Dependent Random Variables
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Author : Walter Philipp
language : en
Publisher:
Release Date : 1974
Asymptotic Fluctuation Behavior Of Sums Of Weakly Dependent Random Variables written by Walter Philipp and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1974 with Random variables categories.
The purpose of the research is to investigate the asymptotic fluctuation behavior of sums of weakly dependent random variables, such as lacunary trigonometric, mixing, and Gaussian. The authors present a brief exposition of the results obtained and a detailed sketch of the method leading to these results.
Asymptotics For Associated Random Variables
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Author : Paulo Eduardo Oliveira
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-01-13
Asymptotics For Associated Random Variables written by Paulo Eduardo Oliveira and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-01-13 with Mathematics categories.
The book concerns the notion of association in probability and statistics. Association and some other positive dependence notions were introduced in 1966 and 1967 but received little attention from the probabilistic and statistics community. The interest in these dependence notions increased in the last 15 to 20 years, and many asymptotic results were proved and improved. Despite this increased interest, characterizations and results remained essentially scattered in the literature published in different journals. The goal of this book is to bring together the bulk of these results, presenting the theory in a unified way, explaining relations and implications of the results. It will present basic definitions and characterizations, followed by a collection of relevant inequalities. These are then applied to characterize almost sure and weak convergence of sequences of associated variables. It will also cover applications of positive dependence to the characterization of asymptotic results in nonparametric statistics. The book is directed towards researchers in probability and statistics, with particular emphasis on people interested in nonparametric methods. It will also be of interest to graduate students in those areas. The book could also be used as a reference on association in a course covering dependent variables and their asymptotics. As prerequisite, readers should have knowledge of basic probability on the reals and on metric spaces. Some acquaintance with the asymptotics of random functions, such us empirical processes and partial sums processes, is useful but not essential.
Empirical Process Techniques For Dependent Data
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Author : Herold Dehling
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Empirical Process Techniques For Dependent Data written by Herold Dehling and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Empirical process techniques for independent data have been used for many years in statistics and probability theory. These techniques have proved very useful for studying asymptotic properties of parametric as well as non-parametric statistical procedures. Recently, the need to model the dependence structure in data sets from many different subject areas such as finance, insurance, and telecommunications has led to new developments concerning the empirical distribution function and the empirical process for dependent, mostly stationary sequences. This work gives an introduction to this new theory of empirical process techniques, which has so far been scattered in the statistical and probabilistic literature, and surveys the most recent developments in various related fields. Key features: A thorough and comprehensive introduction to the existing theory of empirical process techniques for dependent data * Accessible surveys by leading experts of the most recent developments in various related fields * Examines empirical process techniques for dependent data, useful for studying parametric and non-parametric statistical procedures * Comprehensive bibliographies * An overview of applications in various fields related to empirical processes: e.g., spectral analysis of time-series, the bootstrap for stationary sequences, extreme value theory, and the empirical process for mixing dependent observations, including the case of strong dependence. To date this book is the only comprehensive treatment of the topic in book literature. It is an ideal introductory text that will serve as a reference or resource for classroom use in the areas of statistics, time-series analysis, extreme value theory, point process theory, and applied probability theory. Contributors: P. Ango Nze, M.A. Arcones, I. Berkes, R. Dahlhaus, J. Dedecker, H.G. Dehling,
Weak Dependence With Examples And Applications
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Author : Jérome Dedecker
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-07-29
Weak Dependence With Examples And Applications written by Jérome Dedecker and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-07-29 with Mathematics categories.
This book develops Doukhan/Louhichi's 1999 idea to measure asymptotic independence of a random process. The authors, who helped develop this theory, propose examples of models fitting such conditions: stable Markov chains, dynamical systems or more complicated models, nonlinear, non-Markovian, and heteroskedastic models with infinite memory. Applications are still needed to develop a method of analysis for nonlinear times series, and this book provides a strong basis for additional studies.
Dependence In Probability And Statistics
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Author : Patrice Bertail
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-09-24
Dependence In Probability And Statistics written by Patrice Bertail and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-09-24 with Mathematics categories.
This book gives an account of recent developments in the field of probability and statistics for dependent data. It covers a wide range of topics from Markov chain theory and weak dependence with an emphasis on some recent developments on dynamical systems, to strong dependence in times series and random fields. There is a section on statistical estimation problems and specific applications. The book is written as a succession of papers by field specialists, alternating general surveys, mostly at a level accessible to graduate students in probability and statistics, and more general research papers mainly suitable to researchers in the field.
Asymptotic Theory In Probability And Statistics With Applications
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Author : T. L. Lai
language : en
Publisher:
Release Date : 2008
Asymptotic Theory In Probability And Statistics With Applications written by T. L. Lai and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Mathematics categories.
Presents a collection of 18 papers, many of which are surveys, on asymptotic theory in probability and statistics, with applications to a variety of problems. This volume comprises three parts: limit theorems, statistics and applications, and mathematical finance and insurance. It is suitable for graduate students in probability and statistics.