Dependence in Probability and Statistics (Lecture Notes in Statistics) by Patrice Bertail
Dependence in Probability and Statistics (Lecture Notes in Statistics) by Patrice Bertail
English | May 24, 2006 | ISBN: 0387317414 | 490 Pages | PDF | 5 MB
English | May 24, 2006 | ISBN: 0387317414 | 490 Pages | PDF | 5 MB
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.