Dependence in probability and statistics / Patrice Bertail, Paul Doukhan, Philippe Soulier (editors).
"The purpose of this book is to give a detailed account of some recent devel- ments in the ?eld of probability and statistics for dependent data. It covers a wide range of topics from Markov chains theory, weak dependence, dynamical system to strong dependence and their applications. The title...
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| Other Authors: | , , |
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| Format: | Ebook |
| Language: | English |
| Published: |
New York, NY :
Springer,
[2006]
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| Series: | Lecture notes in statistics (Springer-Verlag) ;
v. 187. |
| Subjects: | |
| Online Access: | Springer eBooks |
| Summary: | "The purpose of this book is to give a detailed account of some recent devel- ments in the ?eld of probability and statistics for dependent data. It covers a wide range of topics from Markov chains theory, weak dependence, dynamical system to strong dependence and their applications. The title of this book has been somehow borrowed from the book ”Dependence in Probability and Statistics: a Survey of Recent Result” edited by Ernst Eberlein and Murad S. Taqqu, Birkh¨ auser (1986), which could serve as an excellent prerequisite for reading this book. We hope that the reader will ?nd it as useful and stimulating as the previous one. This book was planned during a conference, entitled “STATDEP2005: Statistics for dependent data”, organized by the Statistical Laboratory of the CREST (Research Center in Economy and Statistics), in Paris/Malako?, under the auspices of the French State Statistical Institute, INSEE. See http://www.crest.fr/pageperso/statdep2005/home.htm for some r- rospective informations. However this book is not a conference proceeding. This conference has witnessed the rapid growth of contributions on dep- dent data in the probabilistic and statistical literature and the need for a book covering recent developments scattered in various probability and s- tistical journals. To achieve such a goal, we have solicited some participants of the conferences as well as other specialists of the ?eld."--Publisher's website. |
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| Physical Description: | 1 online resource (viii, 492 pages) : illustrations. |
| Format: | Mode of access: World Wide Web. |
| Bibliography: | Includes bibliographical references. |
| ISBN: | 038736062X 1280716274 9780387360621 9781280716270 |