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Bücher Englische Bücher Wissen & Bildung Naturwissenschaft, Medizin, Informatik, Technik Mathematik Wahrscheinlichkeitstheorie & Statistik Weak Dependence: With Examples and Applications
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Weak Dependence: With Examples and Applications
Jérome Dedecker, Paul Doukhan, Gabriel Lang, José Rafael Leon, Sana Louhichi, Clémentine Prieur (Broschiert, Englisch)
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Beschreibung
Time series and random ?elds are main topics in modern statistical techniques. They are essential for applications where randomness plays an important role. Indeed, physical constraints mean that serious modelling cannot be done - ing only independent sequences. This is a real problem because asymptotic properties are not always known in this case.… Thepresentworkisdevotedtoprovidingaframeworkforthecommonlyused time series. In order to validate the main statistics, one needs rigorous limit theorems. In the ?eld of probability theory, asymptotic behavior of sums may or may not be analogous to those of independent sequences. We are involved with this ?rst case in this book. Very sharp results have been proved for mixing processes, a notion int- duced by Murray Rosenblatt [166]. Extensive discussions of this topic may be found in his Dependence in Probability and Statistics (a monograph published by Birkhau ¨ser in 1986) and in Doukhan (1994) [61], and the sharpest results may be found in Rio (2000)[161]. However, a counterexample of a really simple non-mixing process was exhibited by Andrews (1984) [2]. The notion of weak dependence discussed here takes real account of the available models, which are discussed extensively. Our idea is that robustness of the limit theorems with respect to the model should be taken into account. In real applications, nobody may assert, for example, the existence of a density for the inputs in a certain model, while such assumptions are always needed when dealing with mixing concepts. 139,09 €
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Technische Daten
Erscheinungsdatum
18.07.2007
Sprache
Englisch
EAN
9780387699516
Herausgeber
Springer US
Serien- oder Bandtitel
Lecture Notes in Statistics
Sonderedition
Nein
Autor
Jérome Dedecker, Paul Doukhan, Gabriel Lang, José Rafael Leon, Sana Louhichi, Clémentine Prieur
Seitenanzahl
322
Einbandart
Broschiert
Schlagwörter
Resampling, fitting, parametric statistics, statistics
Thema-Inhalt
PBT - Wahrscheinlichkeitsrechnung und Statistik
Höhe
235 mm
Breite
15.5 cm
Transparenz & Sicherheit
Hersteller: Humana, Europaplatz 3, Heidelberg, Deutschland, 69115, ProductSafety@springernature.com, Springer Nature Customer Service Center GmbH
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