Dependence In Probability And Statistics
DOWNLOAD
Download Dependence In Probability And Statistics PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Dependence In Probability And Statistics book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Dependence In Probability And Statistics
DOWNLOAD
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.
Dependence In Probability And Statistics
DOWNLOAD
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.
Dependence In Probability And Statistics
DOWNLOAD
Author : Paul Doukhan
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-07-23
Dependence In Probability And Statistics written by Paul Doukhan 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 2010-07-23 with Mathematics categories.
This account of recent works on weakly dependent, long memory and multifractal processes introduces new dependence measures for studying complex stochastic systems and includes other topics such as the dependence structure of max-stable processes.
Dependence In Probability And Statistics
DOWNLOAD
Author : Ernst Eberlein
language : en
Publisher:
Release Date : 1986
Dependence In Probability And Statistics written by Ernst Eberlein and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with Mathematical statistics categories.
Dependence In Probability And Statistics
DOWNLOAD
Author :
language : en
Publisher:
Release Date : 1985
Dependence In Probability And Statistics written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with categories.
Decoupling
DOWNLOAD
Author : Victor de la Peña
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Decoupling written by Victor de la Peña 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.
A friendly and systematic introduction to the theory and applications. The book begins with the sums of independent random variables and vectors, with maximal inequalities and sharp estimates on moments, which are later used to develop and interpret decoupling inequalities. Decoupling is first introduced as it applies to randomly stopped processes and unbiased estimation. The authors then proceed with the theory of decoupling in full generality, paying special attention to comparison and interplay between martingale and decoupling theory, and to applications. These include limit theorems, moment and exponential inequalities for martingales and more general dependence structures, biostatistical implications, and moment convergence in Anscombe's theorem and Wald's equation for U--statistics. Addressed to researchers in probability and statistics and to graduates, the expositon is at the level of a second graduate probability course, with a good portion of the material fit for use in a first year course.
Empirical Process Techniques For Dependent Data
DOWNLOAD
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,
Copulas And Dependence Models With Applications
DOWNLOAD
Author : Manuel Úbeda Flores
language : en
Publisher: Springer
Release Date : 2017-10-13
Copulas And Dependence Models With Applications written by Manuel Úbeda Flores and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-10-13 with Mathematics categories.
This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the latest findings in the area with emphasis on “classical” topics like distributions with fixed marginals, measures of association, construction of copulas with given additional information, etc. The book celebrates the 75th birthday of Professor Roger B. Nelsen and his outstanding contribution to the development of copula theory. Most of the book’s contributions were presented at the conference “Copulas and Their Applications” held in his honor in Almería, Spain, July 3-5, 2017. The chapter 'When Gumbel met Galambos' is published open access under a CC BY 4.0 license.
Stochastic Ordering And Dependence In Applied Probability
DOWNLOAD
Author : R. Szekli
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Ordering And Dependence In Applied Probability written by R. Szekli 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.
This book is an introductionary course in stochastic ordering and dependence in the field of applied probability for readers with some background in mathematics. It is based on lectures and senlinars I have been giving for students at Mathematical Institute of Wroclaw University, and on a graduate course a.t Industrial Engineering Department of Texas A&M University, College Station, and addressed to a reader willing to use for example Lebesgue measure, conditional expectations with respect to sigma fields, martingales, or compensators as a common language in this field. In Chapter 1 a selection of one dimensional orderings is presented together with applications in the theory of queues, some parts of this selection are based on the recent literature (not older than five years). In Chapter 2 the material is centered around the strong stochastic ordering in many dimen sional spaces and functional spaces. Necessary facts about conditioning, Markov processes an"d point processes are introduced together with some classical results such as the product formula and Poissonian departure theorem for Jackson networks, or monotonicity results for some re newal processes, then results on stochastic ordering of networks, re~~ment policies and single server queues connected with Markov renewal processes are given. Chapter 3 is devoted to dependence and relations between dependence and ordering, exem plified by results on queueing networks and point processes among others.
Weak Dependence With Examples And Applications
DOWNLOAD
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.