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＜電子ブック＞
Dependence in Probability and Statistics / edited by Paul Doukhan, Gabriel Lang, Donatas Surgailis, Gilles Teyssière
(Lecture Notes in Statistics. ISSN:21977186 ; 200)

版	1st ed. 2010.
出版者	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
出版年	2010
本文言語	英語
大きさ	XV, 205 p. 13 illus : online resource
著者標目	Doukhan, Paul editor Lang, Gabriel editor Surgailis, Donatas editor Teyssière, Gilles editor SpringerLink (Online service)
件　名	LCSH:Probabilities LCSH:Mathematics -- Data processing  全ての件名で検索 LCSH:Mathematical statistics -- Data processing  全ての件名で検索 LCSH:Statistics  FREE:Probability Theory FREE:Computational Mathematics and Numerical Analysis FREE:Statistics and Computing FREE:Statistical Theory and Methods
一般注記	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 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 Fejér graph integrals and their use for proving central limit theorems for tapered estimators are investigated. New multifractal processes are introduced and their multifractal properties analyzed. Wavelet-based methods are used to study multifractal processes with different multiresolution quantities, and to detect changes in the variance of random processes. Linear regression models with long-range dependent errors are studied, as is the issue of detecting changes in their parameters HTTP:URL=https://doi.org/10.1007/978-3-642-14104-1

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