DMCA. Copyrighted Work that you can Claim.
Base have 250 515 books.
Search: 


📙 Dependence in Probability and Statistics by Patrice Bertail, Stéphan Clémençon (auth.), Patrice Bertail, Philippe Soulier, Paul Doukhan (eds.) — free download


This book gives a detailed account of some recent developments in the field of probability and statistics for dependent data. The book 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. A special section is devoted to statistical estimation problems and specific applications. The book is written as a succession of papers by some specialists of the field, 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.

The first part of the book considers some recent developments on weak dependent time series, including some new results for Markov chains as well as some developments on new notions of weak dependence. This part also intends to fill a gap between the probability and statistical literature and the dynamical system literature. The second part presents some new results on strong dependence with a special emphasis on non-linear processes and random fields currently encountered in applications. Finally, in the last part, some general estimation problems are investigated, ranging from rate of convergence of maximum likelihood estimators to efficient estimation in parametric or non-parametric time series models, with an emphasis on applications with non-stationary data.

Patrice Bertail is researcher in statistics at CREST-ENSAE, Malakoff and Professor of Statistics at the University-Paris X. Paul Doukhan is researcher in statistics at CREST-ENSAE, Malakoff and Professor of Statistics at the University of Cergy-Pontoise. Philippe Soulier is Professor of Statistics at the University-Paris X.



About file:

  • File size: 5 447 586
  • Format: pdf


Security code:
Download button

Similar books results


Probability, statistics, and truth
Probability, statistics, and truth free download by Richard Von Mises

A comprehensive study of probability, its relation to statistics and its truth-finding value. Text considers approaches of Pascal, Laplace, Poisson and others; discusses Laws of Large Numbers, theory of errors and other relevant topics. Complete with a la...

Russian - English, English - Russian dictionary on probability, statistics, and combinatorics
Russian - English, English - Russian dictionary on probability, statistics, and combinatorics epub download by K. A. Borovkov

This dictionary, with over 15,000 entries, seeks to help specialists to read and understand Russian language texts covering statistics, probability and combinatorics....

Probability, Statistics and Truth, Second Revised Edition
Probability, Statistics and Truth, Second Revised Edition free pdf by Richard von Mises

This comprehensive study of probability, its relation to statistics, and its truth-finding value considers the approaches of Pascal, Laplace, Poisson, and others. It also discusses Laws of Large Numbers, the theory of errors, and other relevant topics. Nu...

Probability & Statistics for Engineers & Scientists, 9th Edition
Probability & Statistics for Engineers & Scientists, 9th Edition free pdf by Ronald E. Walpole, Raymond H. Myers, Sharon L. Myers, Keying Ye

This classic text provides a rigorous introduction to basic probability theory and statistical inference, with a unique balance of theory and methodology. Interesting, relevant applications use real data from actual studies, showing how the concepts and m...

Probability, Statistics, and Random Processes For Electrical Engineering, 3rd Edition
Probability, Statistics, and Random Processes For Electrical Engineering, 3rd Edition epub download by Alberto Leon-Garcia

This is the standard textbook for courses on probability and statistics, not substantially updated. While helping students to develop their problem-solving skills, the author motivates students with practical applications from various areas of ECE that de...

Foundations of Probability Theory, Statistical Inference, and Statistical Theories of Science: Proceedings of an International Research Colloquium held at the University of Western Ontario, London, Canada, 10–13 May 1973 Volume II Foundations and Philosophy of Statistical Inference
Foundations of Probability Theory, Statistical Inference, and Statistical Theories of Science: Proceedings of an International Research Colloquium held at the University of Western Ontario, London, Canada, 10–13 May 1973 Volume II Foundations and Philosophy of Statistical Inference free pdf by P. D. Finch (auth.), William Leonard Harper, Clifford Alan Hooker (eds.)

In May of 1973 we organized an international research colloquium on foundations of probability, statistics, and statistical theories of science at the University of Western Ontario. During the past four decades there have been striking formal advances in ...

Advances in Statistical Methods for the Health Sciences: Applications to Cancer and AIDS Studies, Genome Sequence Analysis, and Survival Analysis
Advances in Statistical Methods for the Health Sciences: Applications to Cancer and AIDS Studies, Genome Sequence Analysis, and Survival Analysis download pdf by Jean-Louis Auget, N. Balakrishnan, Mounir Mesbah, Geert Molenberghs

Statistical methods have become an increasingly important and integral part of research in the health sciences. Many sophisticated methodologies have been developed for specific applications and problems. This self-contained comprehensive volume covers a ...

Random Geometric Graphs (Oxford Studies in Probability, 5)
Random Geometric Graphs (Oxford Studies in Probability, 5) free epub by Mathew Penrose

This monograph provides and explains the mathematics behind geometric graph theory, which studies the properties of a graph that consists of nodes placed in Euclidean space so that edges can be added to connect points that are close to one another. For ex...

Counterexamples in Probability and Real Analysis
Counterexamples in Probability and Real Analysis download pdf by Gary L. Wise, Eric B. Hall

A counterexample is any example or result that is the opposite of one's intuition or to commonly held beliefs. Counterexamples can have great educational value in illuminating complex topics that are difficult to explain in a rigidly logical, written pre...

Handbook of statistical genetics, Volume 1 and 2
Handbook of statistical genetics, Volume 1 and 2 epub download by D. J. Balding

The Handbook for Statistical Genetics is widely regarded as the reference work in the field. However, the field has developed considerably over the past three years. In particular the modeling of genetic networks has advanced considerably via the evolutio...

Quantitative Spectroscopy: Theory and Practice
Quantitative Spectroscopy: Theory and Practice free pdf by Brian C. Smith

The determination of the concentrations of molecules in samples has long been an important application of spectroscopy. In the last 20 years advances in algorithms, computers, instruments, and software have led to a growing interest in this field. These d...

Quantitative Theory of the Influence Electrostatic Generator

Quantization in Space and the Relative Intensities of the Components of Infra-Red Absorption Bands

Radiation Induced Molecular Phenomena in Nucleic Acids: A Comprehensive Theoretical and Experimental Analysis
Radiation Induced Molecular Phenomena in Nucleic Acids: A Comprehensive Theoretical and Experimental Analysis download pdf by Manoj Shukla, Manoj Shukla, Jerzy Leszczynski

Comprehensive theoretical and experimental analysis of UV-radiation and low energy electron induced phenomena in nucleic acid bases (NABs) and base assemblies are presented in this book. NABs are highly photostable; the absorbed energy is dissipated in th...

Radioanalytical Chemistry
Radioanalytical Chemistry epub download by Bernd Kahn

We selected the cover pictures of these three important contributors to radioanalytical chemistry to acknowledge the many fine chemists and physicists who participated in the development of the discipline during the past century. During this time, applica...

Recent Advances in Geometric Inequalities
Recent Advances in Geometric Inequalities free pdf by Dragoslav S. Mitrinovic, J. Pecaric, V. Volenec

`For the immediate future, however, this book should be (possibly chained!) in every university and college library, and, yes, in the library of every school which is intent on improving its mathematics teaching.' The Americal Mathematical Monthly, Decemb...

Recent Progress in the Dual Theory of Metallic Conduction

Refractories Handbook
Refractories Handbook download pdf by Charles Schacht

Eighteen international specialists with widespread expertise in the field contribute 17 chapters on a broad range of technical aspects of refractories. Coverage includes the fundamentals of the properties, fracture, and corrosion of refractories; the type...

Reliability-Based Mechanical Design, Vol. 108
Reliability-Based Mechanical Design, Vol. 108 download pdf by Thomas A. Cruse

Discussing the modern tools that support designs based on product reliability, this text focuses on the classical techniques of reliability analysis as well as response surface modelling and physics-based reliability prediction methods. It makes use of th...

Broadcasting and Optical Communication Technology
Broadcasting and Optical Communication Technology free epub by Richard C. Dorf

In two editions spanning more than a decade, The Electrical Engineering Handbook stands as the definitive reference to the multidisciplinary field of electrical engineering. Our knowledge continues to grow, and so does the Handbook. For the third edition,...