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Dependence in probability and statistics. (English) Zbl 1092.60002

Lecture Notes in Statistics 187. New York, NY: Springer (ISBN 0-387-31741-4/pbk; 0-387-36062-X/ebook). viii, 492 p. (2006).

Show indexed articles as search result.

The articles of this volume will be reviewed individually.
Indexed articles:
Bertail, Patrice; Clémençon, Stéphan, Regeneration-based statistics for Harris recurrent Markov chains, 3-54 [Zbl 1118.62086]
Douc, Randal; Moulines, Eric; Soulier, Philippe, Subgeometric ergodicity of Markov chains, 55-64 [Zbl 1106.60058]
Dehling, Herold, Limit theorems for dependent \(U\)-statistics, 65-86 [Zbl 1105.62047]
Prieur, Clémentine, Recent results on weak dependence for causal sequences. Statistical applications to dynamical systems, 87-104 [Zbl 1107.62126]
Dedecker, Jérôme; Prieur, Clémentine; Raynaud de Fitte, Paul, Parametrized Kantorovich-Rubinštein theorem and application to the coupling of random variables, 105-121 [Zbl 1106.60027]
Maume-Deschamps, V., Exponential inequalities and estimation of conditional probabilities, 123-140 [Zbl 1177.60025]
Volný, Dalibor, Martingale approximation of nonadapted stochastic processes with nonlinear growth of variance, 141-156 [Zbl 1111.60016]
Philippe, Anne; Surgailis, Donatas; Viano, Marie-Claude, Almost periodically correlated processes with long memory, 159-194 [Zbl 1332.62339]
Lavancier, Frédéric, Long memory random fields, 195-220 [Zbl 1113.60053]
Deo, Rohit; Hsieh, Mengchen; Hurvich, Clifford M.; Soulier, Philippe, Long memory in nonlinear processes, 221-244 [Zbl 1187.62141]
Doukhan, Paul; Teyssière, Gilles; Winant, Pablo, A \(\text{LARCH}(\infty)\) vector valued process, 245-258 [Zbl 1113.60038]
Avram, Florin; Taqqu, Murad S., On a Szegö type limit theorem and the asymptotic theory of random sums, integrals and quadratic forms, 259-286 [Zbl 1113.60024]
Cooley, Dan; Naveau, Philippe; Poncet, Paul, Variograms for spatial max-stable random fields, 273-390 [Zbl 1110.62130]
Dacunha-Castelle, Didier; Fermín, Lisandro, Aggregation of doubly stochastic interactive Gaussian processes and Toeplitz forms of \(U\)-statistics, 287-302 [Zbl 1107.60013]
Francq, Christian; Zakoïan, Jean-Michel, On efficient inference in GARCH processes, 305-327 [Zbl 1102.62095]
Loukianova, Dasha; Loukianov, Oleg, Almost sure rate of convergence of maximum likelihood estimators for multidimensional diffusions, 329-347 [Zbl 1102.62086]
Ragache, Nicolas; Wintenberger, Olivier, Convergence rates for density estimators of weakly dependent time series, 349-372 [Zbl 1113.62055]
Herzel, Stefano; Stărică, Cătălin; Tütüncü, Reha, A non-stationary paradigm for the dynamics of multivariate financial returns, 391-429 [Zbl 1110.62144]
Subba Rao, Tata; Terdik, Gyorgy, Multivariate nonlinear regression with applications, 431-473 [Zbl 1102.62100]
Pinçon, Claire; Pons, Odile, Nonparametric estimator of a quantile function for the probability of event with repeated data, 475-489 [Zbl 1114.62036]

MSC:

60-06 Proceedings, conferences, collections, etc. pertaining to probability theory
62-06 Proceedings, conferences, collections, etc. pertaining to statistics
00B15 Collections of articles of miscellaneous specific interest
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