Patrice Bertail,Paul Doukhan,Philippe Soulier: Dependence in Probability and Statistics

Dependence in Probability and Statistics


Description

This book gives an account of recent developments in the field of probability and statistics for dependent data. It 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. There is a section on statistical estimation problems and specific applications. The book is written as a succession of papers by field specialists, 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.

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Author: Patrice Bertail,Paul Doukhan,Philippe Soulier
Number of Pages: 498 pages
Published Date: 30 Jun 2006
Publisher: Springer-Verlag New York Inc.
Publication Country: New York, NY, United States
Language: English
ISBN: 9780387317410
Download Link: Click Here
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