Verfügbarkeit: Dependence in probability and statistics

Dependence in probability and statistics:

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Bibliographische Detailangaben
Weitere Verfasser:	Doukhan, Paul 1955- (HerausgeberIn)
Format:	Buch
Sprache:	English
Veröffentlicht:	Berlin ; Heidelberg Springer 2010
Schriftenreihe:	Lecture notes in statistics 200
Schlagworte:	Stochastische Abhängigkeit Wahrscheinlichkeitstheorie Wahrscheinlichkeitsrechnung Statistik Aufsatzsammlung
Online-Zugang:	Inhaltstext Inhaltsverzeichnis
Beschreibung:	Literaturangaben. - Zusätzliches Online-Angebot unter www.springer.com
Beschreibung:	XV, 205 S. graph. Darst. 24 cm
ISBN:	9783642141034

Internformat

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Datensatz im Suchindex

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adam_text	CONTENTS PERMUTATION AND BOOTSTRAP STATISTICS UNDER INFINITE VARIANCE 1 ISTVAN BERKES, LAJOS HORVATH, AND JOHANNES SCHAUER 1 INTRODUCTION 1 2 SOME GENERAL SAMPLING THEOREMS 2 3 APPLICATION TO CHANGE POINT DETECTION 10 REFERENCES 19 MAX-STABLE PROCESSES: REPRESENTATIONS, ERGODIC PROPERTIES AND STATISTICAL APPLICATIONS 21 STILIAN A. STOEV 1 INTRODUCTION 21 2 REPRESENTATIONS OF MAX-STABLE PROCESSES 24 3 ERGODIC PROPERTIES OF STATIONARY MAX-STABLE PROCESSES 29 4 EXAMPLES AND STATISTICAL APPLICATIONS 32 4.1 ERGODIC PROPERTIES OF SOME MAX-STABLE PROCESSES 32 4.2 ESTIMATION OF THE EXTREMAL INDEX 35 REFERENCES 40 BEST ATTAINABLE RATES OF CONVERGENCE FOR THE ESTIMATION OF THE MEMORY PARAMETER 43 PHILIPPE SOULIER 1 INTRODUCTION 43 2 LOWER BOUND 45 3 UPPER BOUND 47 4 BANDWIDTH SELECTION 49 5 TECHNICAL RESULTS 51 REFERENCES 56 HARMONIC ANALYSIS TOOLS FOR STATISTICAL INFERENCE IN THE SPECTRAL DOMAIN . 59 FLORIN AVRAM, NIKOLAI LEONENKO, AND LUDMILA SAKHNO 1 INTRODUCTION 59 2 MOTIVATION 61 BIBLIOGRAFISCHE INFORMATIONEN HTTP://D-NB.INFO/100296198X DIGITALISIERT DURCH X CONTENTS 3 MAIN RESULT 64 4 APPLICATIONS AND DISCUSSION 67 REFERENCES 70 ON THE IMPACT OF THE NUMBER OF VANISHING MOMENTS ON THE DEPENDENCE STRUCTURES OF COMPOUND POISSON MOTION AND FRACTIONAL BROWNIAN MOTION IN MULTIFRACTAL TIME 71 BEATRICE VEDEL, HERWIG WENDT, PATRICE ABRY, AND STEPHANE JAFFARD 1 MOTIVATION 72 2 INFINITELY DIVISIBLE PROCESSES 74 2.1 INFINITELY DIVISIBLE CASCADE 74 2.2 INFINITELY DIVISIBLE MOTION 76 2.3 FRACTIONAL BROWNIAN MOTION IN MULTIFRACTAL TIME 78 3 MULTIRESOLUTION QUANTITIES AND SCALING PARAMETER ESTIMATION 78 3.1 MULTIRESOLUTION QUANTITIES 78 3.2 SCALING PARAMETER ESTIMATION PROCEDURES 80 4 DEPENDENCE STRUCTURES OF THE MULTIRESOLUTION COEFFICIENTS: ANALYTICAL STUDY 80 4.1 CORRELATION STRUCTURES FOR INCREMENT AND WAVELET COEFFICIENTS 81 4.2 HIGHER ORDER CORRELATIONS FOR INCREMENTS 83 4.3 ROLE OF THE ORDER OF THE INCREMENTS 85 5 DEPENDENCE STRUCTURES OF THE MULTIRESOLUTION COEFFICIENTS: CONJECTURES AND NUMERICAL STUDIES 85 5.1 CONJECTURES 85 5.2 NUMERICAL SIMULATIONS 86 6 DISCUSSIONS AND CONCLUSIONS ON THE ROLE OF THE NUMBER OF VANISHING MOMENTS: 89 7 PROOFS 90 7.1 A KEY LEMMA 90 7.2 PROOF OF THEOREM 4.1 91 7.3 PROOF OF THEOREM 4.2 93 7.4 PROOF OF PROPOSITION 0.6 94 7.5 PROOF OF PROPOSITION 0.7 95 7.6 PROOF OF PROPOSITION 0.8 99 REFERENCES 99 MULTIFRACTA CONTENTS XI REFERENCES 120 A NEW LOOK AT MEASURING DEPENDENCE 123 WEI BIAO WU AND JAN MIELNICZUK 1 INTRODUCTION 123 2 BIVARIATE DEPENDENCE 125 2.1 GLOBAL DEPENDENCE MEASURES 126 2.2 LOCAL DEPENDENCE MEASURES 130 3 CONNECTIONS WITH RELIABILITY THEORY 133 4 MULTIVARIATE DEPENDENCE 135 5 MOMENT INEQUALITIES AND LIMIT THEOREMS 137 REFERENCES 139 ROBUST REGRESSION WITH INFINITE MOVING AVERAGE ERRORS 143 PATRICK J. FARRELL AND MOHAMEDOU OULD-HAYE 1 INTRODUCTION 143 2 S-ESTIMATORS 144 3 S-ESTIMATORS' ASYMPTOTIC BEHAVIOR 145 3.1 WEAK CONVERGENCE OF ESTIMATORS 146 4 PROOF OF PROPOSITION 1 150 5 DISCUSSION 156 REFERENCES 156 A NOTE ON THE MONITORING OF CHANGES IN LINEAR MODELS WITH DEPENDENT ERRORS 159 ALEXANDER SCHMITZ AND JOSEF G. STEINEBACH 1 INTRODUCTION 159 2 THE TESTING PROCEDURE 160 3 EXAMPLES 163 3.1 LINEAR MODELS WITH NED REGRESSORS 163 3.2 LINEAR MODELS WITH ASYMPTOTICALLY M-DEPENDENT ERRORS . 164 3.3 MONITORING STRONGLY MIXING AR MODELS 165 4 PROOFS 167 REFERENCES 173 TESTING FOR HOMOGENEITY OF VARIANCE IN THE WAVELET DOMAIN 175 OLAF KOUAMO, ERIC MOULINES, AND FRANCOIS ROUEFF 1 INTRODUCTION 176 2 THE WAVELET TRANSFORM OF K-LH CONTENTS 6 SOME EXAMPLES 198 REFERENCES 204
any_adam_object	1
author2	Doukhan, Paul 1955-
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spelling	Dependence in probability and statistics Paul Doukhan ... (ed.) Berlin ; Heidelberg Springer 2010 XV, 205 S. graph. Darst. 24 cm txt rdacontent n rdamedia nc rdacarrier Lecture notes in statistics 200 Literaturangaben. - Zusätzliches Online-Angebot unter www.springer.com Stochastische Abhängigkeit (DE-588)4220425-2 gnd rswk-swf Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd rswk-swf Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd rswk-swf Statistik (DE-588)4056995-0 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Wahrscheinlichkeitstheorie (DE-588)4079013-7 s Statistik (DE-588)4056995-0 s Stochastische Abhängigkeit (DE-588)4220425-2 s DE-604 Wahrscheinlichkeitsrechnung (DE-588)4064324-4 s 1\p DE-604 Doukhan, Paul 1955- (DE-588)11369363X edt Erscheint auch als Online-Ausgabe 978-3-642-14104-1 Lecture notes in statistics 200 (DE-604)BV002447846 200 X:MVB text/html http://deposit.dnb.de/cgi-bin/dokserv?id=3484464&prov=M&dok_var=1&dok_ext=htm Inhaltstext DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020593288&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk
spellingShingle	Dependence in probability and statistics Lecture notes in statistics Stochastische Abhängigkeit (DE-588)4220425-2 gnd Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd Statistik (DE-588)4056995-0 gnd
subject_GND	(DE-588)4220425-2 (DE-588)4079013-7 (DE-588)4064324-4 (DE-588)4056995-0 (DE-588)4143413-4
title	Dependence in probability and statistics
title_auth	Dependence in probability and statistics
title_exact_search	Dependence in probability and statistics
title_full	Dependence in probability and statistics Paul Doukhan ... (ed.)
title_fullStr	Dependence in probability and statistics Paul Doukhan ... (ed.)
title_full_unstemmed	Dependence in probability and statistics Paul Doukhan ... (ed.)
title_short	Dependence in probability and statistics
title_sort	dependence in probability and statistics
topic	Stochastische Abhängigkeit (DE-588)4220425-2 gnd Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd Statistik (DE-588)4056995-0 gnd
topic_facet	Stochastische Abhängigkeit Wahrscheinlichkeitstheorie Wahrscheinlichkeitsrechnung Statistik Aufsatzsammlung
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work_keys_str_mv	AT doukhanpaul dependenceinprobabilityandstatistics

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