Dependence in Probability and Statistics

This volume collects recent works on weakly dependent, long-memory and multifractal processes and introduces new dependence measures for studying complex stochastic systems. Other topics include the statistical theory for bootstrap and permutation statistics for infinite variance processes, the depe...

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Corporate Author: SpringerLink (Online service)
Other Authors: Doukhan, Paul., Lang, Gabriel., Surgailis, Donatas., Teyssière, Gilles.
Format: Electronic
Language: English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010.
Series: Lecture Notes in Statistics, 200
Subjects:
Online Access: http://dx.doi.org/10.1007/978-3-642-14104-1
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