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Dependence in Probability and Statistics Cover Image E-book E-book

Dependence in Probability and Statistics [electronic resource] / edited by Paul Doukhan, Gabriel Lang, Donatas Surgailis, Gilles Teyssière.

Doukhan, Paul. (editor.). Lang, Gabriel. (editor.). Surgailis, Donatas. (editor.). Teyssière, Gilles. (editor.). SpringerLink (Online service) (Added Author).

Record details

  • ISBN: 9783642141041
  • Physical Description: XV, 205p. online resource.
  • Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010.
Subject: Statistics.
Mathematical statistics.
Statistics.
Statistics and Computing/Statistics Programs.
Statistical Theory and Methods.

Electronic resources


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Harmonic analysis tools for statistical inference in the spectral domain / Florin Avram, Nikolai Leonenko, and Ludmila Sakhno
On the impact of the number of vanishing moments on the dependence structures of compound Poisson motion and fractional Brownian motion in multifractal time / Béatrice Vedel ... [et al.]
Multifractal scenarios for products of geometric Ornstein-Uhlenbeck type processes / Vo V. Anh, Nikolai N. Leonenko, and Narn-Rueih Shieh
A new look at measuring dependence / Wei Biao Wu and Jan Mielniczuk
Robust regression with infinite moving average errors / Patrick J. Farrell and Mohamedou Ould-Haye
A note on the monitoring of changes in linear models with dependent errors / Alexander Schmitz and Josef G. Steinebach
Testing for homogeneity of variance in the wavelet domain / Olaf Kouamo, Eric Moulines, and Francois Roueff.

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