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RSSDependence in Probability and Statistics | ||||||||||||||||||||||
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| Table of contents 1. Permutation and bootstrap statistics under infinite variance István Berkes, Lajos Horváth, Johannes Schauer 2. Max–Stable Processes: Representations, Ergodic Properties and Statistical Applications Stilian A. Stoev 3. Best attainable rates of convergence for the estimation of the memory parameter Philippe Soulier 4. Harmonic analysis tools for statistical inference in the spectral domain Florin Avram, Nikolai Leonenko, Ludmila Sakhno 5. On the impact of the number of vanishing moments on the dependence structures of compound Poisson motion and fractional Brownian motion in multifractal time Béatrice Vedel, Herwig Wendt, Patrice Abry, Stéphane Jaffard 6. Multifractal scenarios for products of geometric Ornstein-Uhlenbeck type processes Vo V. Anh, Nikolai N. Leonenko, Narn-Rueih Shieh 7. A new look at measuring dependence Wei Biao Wu, Jan Mielniczuk 8. Robust regression with infinite moving average errors Patrick J. Farrell, Mohamedou Ould-Haye 9. A note on the monitoring of changes in linear models with dependent errors Alexander Schmitz, Josef G. Steinebach 10. Testing for homogeneity of variance in the wavelet domain. Olaf Kouamo, Eric Moulines, Francois Roueff | ||||||||||||||||||||||
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