Detailansicht
Dependence in Probability and Statistics
eBook - Lecture Notes in Statistics
ISBN/EAN: 9780387360621
Umbreit-Nr.: 1823355
Sprache:
Englisch
Umfang: 490 S., 5.20 MB
Format in cm:
Einband:
Keine Angabe
Erschienen am 24.09.2006
Auflage: 1/2006
E-Book
Format: PDF
DRM: Digitales Wasserzeichen
- Zusatztext
- 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.
- Kurztext
- <P>This book gives a detailed account of some recent developments in the field of probability and statistics for dependent data. It covers a wide range of topics. A special section is devoted to statistical estimation problems and specific applications.</P>