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005 - DATE AND TIME OF LATEST TRANSACTION |
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20140310151456.0 |
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100726s2010 gw | s |||| 0|eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9783642141041 |
|
978-3-642-14104-1 |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
Classification number |
QA276-280 |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
519.5 |
Edition number |
23 |
264 #1 - |
-- |
Berlin, Heidelberg : |
-- |
Springer Berlin Heidelberg, |
-- |
2010. |
912 ## - |
-- |
ZDB-2-SMA |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Doukhan, Paul. |
Relator term |
editor. |
245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE |
Title |
Dependence in Probability and Statistics |
Medium |
[electronic resource] / |
Statement of responsibility, etc |
edited by Paul Doukhan, Gabriel Lang, Donatas Surgailis, Gilles Teyssière. |
300 ## - PHYSICAL DESCRIPTION |
Extent |
XV, 205p. |
Other physical details |
online resource. |
440 1# - SERIES STATEMENT/ADDED ENTRY--TITLE |
Title |
Lecture Notes in Statistics, |
International Standard Serial Number |
0930-0325 ; |
Volume number/sequential designation |
200 |
505 0# - FORMATTED CONTENTS NOTE |
Formatted contents note |
Permutation and bootstrap statistics under infinite variance -- Max–Stable Processes: Representations, Ergodic Properties and Statistical Applications -- Best attainable rates of convergence for the estimation of the memory parameter -- Harmonic analysis tools for statistical inference in the spectral domain -- On the impact of the number of vanishing moments on the dependence structures of compound Poisson motion and fractional Brownian motion in multifractal time -- Multifractal scenarios for products of geometric Ornstein-Uhlenbeck type processes -- A new look at measuring dependence -- Robust regression with infinite moving average errors -- A note on the monitoring of changes in linear models with dependent errors -- Testing for homogeneity of variance in the wavelet domain. |
520 ## - SUMMARY, ETC. |
Summary, etc |
This volume collects recent works on weakly dependent, long-memory and multifractal processes and introduces new dependence measures for studying complex stochastic systems. Other topics include the statistical theory for bootstrap and permutation statistics for infinite variance processes, the dependence structure of max-stable processes, and the statistical properties of spectral estimators of the long memory parameter. The asymptotic behavior of Fejér graph integrals and their use for proving central limit theorems for tapered estimators are investigated. New multifractal processes are introduced and their multifractal properties analyzed. Wavelet-based methods are used to study multifractal processes with different multiresolution quantities, and to detect changes in the variance of random processes. Linear regression models with long-range dependent errors are studied, as is the issue of detecting changes in their parameters. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Statistics. |
|
Topical term or geographic name as entry element |
Mathematical statistics. |
|
Topical term or geographic name as entry element |
Statistics. |
|
Topical term or geographic name as entry element |
Statistics and Computing/Statistics Programs. |
|
Topical term or geographic name as entry element |
Statistical Theory and Methods. |
700 1# - ADDED ENTRY--PERSONAL NAME |
Personal name |
Lang, Gabriel. |
Relator term |
editor. |
|
Personal name |
Surgailis, Donatas. |
Relator term |
editor. |
|
Personal name |
Teyssière, Gilles. |
Relator term |
editor. |
710 2# - ADDED ENTRY--CORPORATE NAME |
Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
773 0# - HOST ITEM ENTRY |
Title |
Springer eBooks |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
Display text |
Printed edition: |
International Standard Book Number |
9783642141034 |
856 40 - ELECTRONIC LOCATION AND ACCESS |
Uniform Resource Identifier |
http://dx.doi.org/10.1007/978-3-642-14104-1 |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Source of classification or shelving scheme |
|
Item type |
E-Book |