Dependence in Probability and Statistics

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

Nyckelord: Statistics, Statistics and Computing/Statistics Programs, Statistical Theory and Methods