Bertail, Patrice

Dependence in Probability and Statistics

Bertail, Patrice - Dependence in Probability and Statistics, ebook


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ISBN: 9780387360621
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Table of contents

Part I. Weak dependence and related concepts

1. Regeneration-based statistics for Harris recurrent Markov chains
Patrice Bertail, Stéphan Clémençon

2. Subgeometric ergodicity of Markov chains
Randal Douc, Eric Moulines, Philippe Soulier

3. Limit Theorems for Dependent U-statistics
Herold Dehling

4. Recent results on weak dependence for causal sequences. Statistical applications to dynamical systems.
Clémentine Prieur

5. Parametrized Kantorovich-Rubinštein theorem and application to the coupling of random variables
Jérôme Dedecker, Clémentine Prieur, Paul Raynaud Fitte

6. Exponential inequalities and estimation of conditional probabilities
V. Maume-Deschamps

7. Martingale approximation of non adapted stochastic processes with nonlinear growth of variance
Dalibor Volný

Part II. Strong dependence

8. Almost periodically correlated processes with long memory
Anne Philippe, Donatas Surgailis, Marie-Claude Viano

9. Long memory random fields
Frédéric Lavancier

10. Long Memory in Nonlinear Processes
Rohit Deo, Mengchen Hsieh, Clifford M. Hurvich, Philippe Soulier

11. A LARCH(8) Vector Valued Process
Paul Doukhan, Gilles Teyssière, Pablo Winant

12. On a Szegö type limit theorem and the asymptotic theory of random sums, integrals and quadratic forms
Florin Avram, Murad S. Taqqu

13. Aggregation of Doubly Stochastic Interactive Gaussian Processes and Toeplitz forms of U-Statistics
Didier Dacunha-Castelle, Lisandro Fermín

Part III. Statistical Estimation and Applications

14. On Efficient Inference in GARCH Processes
Christian Francq, Jean-Michel Zakoïan

15. Almost sure rate of convergence of maximum likelihood estimators for multidimensional diffusions
Dasha Loukianova, Oleg Loukianov

16. Convergence rates for density estimators of weakly dependent time series
Nicolas Ragache, Olivier Wintenberger

17. Variograms for spatial max-stable random fields
Dan Cooley, Philippe Naveau, Paul Poncet

18. A non-stationary paradigm for the dynamics of multivariate financial returns
Stefano Herzel, Catalin Starica, Reha Tütüncüc

19. Multivariate Non-Linear Regression with Applications
Tata Subba Rao, Gyorgy Terdik

20. Nonparametric estimator of a quantile function for the probability of event with repeated data
Claire Pinçon, Odile Pons


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Keywords: MATHEMATICS / Probability & Statistics / General MAT029000

Publication year
Natural Sciences

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