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008			150903s2006 xxu| o |||| 0|eng d
020			_a9780387360621 _99780387360621
024	7		_a10.1007/038736062-X _2doi
035			_avtls000331271
039		9	_a201509030720 _bVLOAD _c201404120619 _dVLOAD _c201404090359 _dVLOAD _c201401311409 _dstaff _y201401301205 _zstaff
040			_aMX-SnUAN _bspa _cMX-SnUAN _erda
050		4	_aQA276-280
100	1		_aBertail, Patrice. _eeditor. _9301069
245	1	0	_aDependence in Probability and Statistics / _cedited by Patrice Bertail, Philippe Soulier, Paul Doukhan.
264		1	_aNew York, NY : _bSpringer New York, _c2006.
300			_aviii, 490 páginas, 40 ilustraciones _brecurso en línea.
336			_atexto _btxt _2rdacontent
337			_acomputadora _bc _2rdamedia
338			_arecurso en línea _bcr _2rdacarrier
347			_aarchivo de texto _bPDF _2rda
490	0		_aLecture Notes in Statistics, _x0930-0325 ; _v187
500			_aSpringer eBooks
505	0		_aWeak dependence and related concepts -- Regeneration-based statistics for Harris recurrent Markov chains -- Subgeometric ergodicity of Markov chains -- Limit Theorems for Dependent U-statistics -- Recent results on weak dependence for causal sequences. Statistical applications to dynamical systems. -- Parametrized Kantorovich-Rubinštein theorem and application to the coupling of random variables -- Exponential inequalities and estimation of conditional probabilities -- Martingale approximation of non adapted stochastic processes with nonlinear growth of variance -- Strong dependence -- Almost periodically correlated processes with long memory -- Long memory random fields -- Long Memory in Nonlinear Processes -- A LARCH(?) Vector Valued Process -- On a Szegö type limit theorem and the asymptotic theory of random sums, integrals and quadratic forms -- Aggregation of Doubly Stochastic Interactive Gaussian Processes and Toeplitz forms of U-Statistics -- Statistical Estimation and Applications -- On Efficient Inference in GARCH Processes -- Almost sure rate of convergence of maximum likelihood estimators for multidimensional diffusions -- Convergence rates for density estimators of weakly dependent time series -- Variograms for spatial max-stable random fields -- A non-stationary paradigm for the dynamics of multivariate financial returns -- Multivariate Non-Linear Regression with Applications -- Nonparametric estimator of a quantile function for the probability of event with repeated data.
520			_aThis book gives a detailed account of some recent developments in the field of probability and statistics for dependent data. The book 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. A special section is devoted to statistical estimation problems and specific applications. The book is written as a succession of papers by some specialists of the field, 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. The first part of the book considers some recent developments on weak dependent time series, including some new results for Markov chains as well as some developments on new notions of weak dependence. This part also intends to fill a gap between the probability and statistical literature and the dynamical system literature. The second part presents some new results on strong dependence with a special emphasis on non-linear processes and random fields currently encountered in applications. Finally, in the last part, some general estimation problems are investigated, ranging from rate of convergence of maximum likelihood estimators to efficient estimation in parametric or non-parametric time series models, with an emphasis on applications with non-stationary data. Patrice Bertail is researcher in statistics at CREST-ENSAE, Malakoff and Professor of Statistics at the University-Paris X. Paul Doukhan is researcher in statistics at CREST-ENSAE, Malakoff and Professor of Statistics at the University of Cergy-Pontoise. Philippe Soulier is Professor of Statistics at the University-Paris X.
590			_aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700	1		_aSoulier, Philippe. _eeditor. _9301070
700	1		_aDoukhan, Paul. _eeditor. _9301071
710	2		_aSpringerLink (Servicio en línea) _9299170
776	0	8	_iEdición impresa: _z9780387317410
856	4	0	_uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/0-387-36062-X _zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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