| 000 -LEADER |
|---|
| fixed length control field |
04895nam a22004695i 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
978-0-387-36062-1 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20161121231026.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
|---|
| fixed length control field |
cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
100301s2006 xxu| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780387360621 |
| -- |
978-0-387-36062-1 |
| 024 7# - OTHER STANDARD IDENTIFIER |
|---|
| Standard number or code |
10.1007/0-387-36062-X |
| Source of number or code |
doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
QA276-280 |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
PBT |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
MAT029000 |
| Source |
bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
519.5 |
| Edition number |
23 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Dependence in Probability and Statistics |
| Medium |
[electronic resource] / |
| Statement of responsibility, etc. |
edited by Patrice Bertail, Philippe Soulier, Paul Doukhan. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
New York, NY : |
| Name of producer, publisher, distributor, manufacturer |
Springer New York, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2006. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
VIII, 490 p. 40 illus. |
| Other physical details |
online resource. |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
|---|
| File type |
text file |
| Encoding format |
PDF |
| Source |
rda |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Lecture Notes in Statistics, |
| International Standard Serial Number |
0930-0325 ; |
| Volume/sequential designation |
187 |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Weak dependence and related concepts -- Regeneration-based statistics for Harris recurrent Markov chains -- Subgeometric ergodicity of Markov chains -- Limit Theorems for Dependent U-statistics -- Recent results on weak dependence for causal sequences. Statistical applications to dynamical systems. -- Parametrized Kantorovich-Rubinštein theorem and application to the coupling of random variables -- Exponential inequalities and estimation of conditional probabilities -- Martingale approximation of non adapted stochastic processes with nonlinear growth of variance -- Strong dependence -- Almost periodically correlated processes with long memory -- Long memory random fields -- Long Memory in Nonlinear Processes -- A LARCH(?) Vector Valued Process -- On a Szegö type limit theorem and the asymptotic theory of random sums, integrals and quadratic forms -- Aggregation of Doubly Stochastic Interactive Gaussian Processes and Toeplitz forms of U-Statistics -- Statistical Estimation and Applications -- On Efficient Inference in GARCH Processes -- Almost sure rate of convergence of maximum likelihood estimators for multidimensional diffusions -- Convergence rates for density estimators of weakly dependent time series -- Variograms for spatial max-stable random fields -- A non-stationary paradigm for the dynamics of multivariate financial returns -- Multivariate Non-Linear Regression with Applications -- Nonparametric estimator of a quantile function for the probability of event with repeated data. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Statistics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Probabilities. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Statistics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Statistical Theory and Methods. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Probability Theory and Stochastic Processes. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Bertail, Patrice. |
| Relator term |
editor. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Soulier, Philippe. |
| Relator term |
editor. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Doukhan, Paul. |
| Relator term |
editor. |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY |
|---|
| Title |
Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Printed edition: |
| International Standard Book Number |
9780387317410 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Lecture Notes in Statistics, |
| International Standard Serial Number |
0930-0325 ; |
| Volume/sequential designation |
187 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
http://dx.doi.org/10.1007/0-387-36062-X |
| 912 ## - |
|---|
| -- |
ZDB-2-SMA |
