dependence in probability and statistics 187 lecture notes in statistics

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Dependence In Probability And Statistics

Author : Paul Doukhan
ISBN : 3642141048
Genre : Mathematics
File Size : 73. 14 MB
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This account of recent works on weakly dependent, long memory and multifractal processes introduces new dependence measures for studying complex stochastic systems and includes other topics such as the dependence structure of max-stable processes.

Limit Theorems For Associated Random Fields And Related Systems

Author : Aleksandr Vadimovich Bulinski?
ISBN : 9789812709400
Genre : Mathematics
File Size : 38. 61 MB
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This volume is devoted to the study of asymptotic properties of wide classes of stochastic systems arising in mathematical statistics, percolation theory, statistical physics and reliability theory. Attention is paid not only to positive and negative associations introduced in the pioneering papers by Harris, Lehmann, Esary, Proschan, Walkup, Fortuin, Kasteleyn and Ginibre, but also to new and more general dependence conditions. Naturally, this scope comprises families of independent real-valued random variables. A variety of important results and examples of Markov processes, random measures, stable distributions, Ising ferromagnets, interacting particle systems, stochastic differential equations, random graphs and other models are provided. For such random systems, it is worthwhile to establish principal limit theorems of the modern probability theory (central limit theorem for random fields, weak and strong invariance principles, functional law of the iterated logarithm etc.) and discuss their applications.There are 434 items in the bibliography.The book is self-contained, provides detailed proofs, for reader's convenience some auxiliary results are included in the Appendix (e.g. the classical Hoeffding lemma, basic electric current theory etc.).

Weak Dependence With Examples And Applications

Author : Jrme Dedecker
ISBN : 9780387699516
Genre : Mathematics
File Size : 28. 20 MB
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Time series and random ?elds are main topics in modern statistical techniques. They are essential for applications where randomness plays an important role. Indeed, physical constraints mean that serious modelling cannot be done - ing only independent sequences. This is a real problem because asymptotic properties are not always known in this case. Thepresentworkisdevotedtoprovidingaframeworkforthecommonlyused time series. In order to validate the main statistics, one needs rigorous limit theorems. In the ?eld of probability theory, asymptotic behavior of sums may or may not be analogous to those of independent sequences. We are involved with this ?rst case in this book. Very sharp results have been proved for mixing processes, a notion int- duced by Murray Rosenblatt [166]. Extensive discussions of this topic may be found in his Dependence in Probability and Statistics (a monograph published by Birkhau ̈ser in 1986) and in Doukhan (1994) [61], and the sharpest results may be found in Rio (2000)[161]. However, a counterexample of a really simple non-mixing process was exhibited by Andrews (1984) [2]. The notion of weak dependence discussed here takes real account of the available models, which are discussed extensively. Our idea is that robustness of the limit theorems with respect to the model should be taken into account. In real applications, nobody may assert, for example, the existence of a density for the inputs in a certain model, while such assumptions are always needed when dealing with mixing concepts.

Mathematical Methods Of Statistics

Author :
ISBN : UOM:39015068685133
Genre : Mathematical statistics
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Lietuvos Matematikos Rinkinys

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ISBN : UOM:39015072627311
Genre : Mathematics
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New Perspectives In Econometric Theory

Author : Halbert White
ISBN : IND:30000094705195
Genre : Business & Economics
File Size : 71. 41 MB
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New Perspectives in Econometric Theory comprises specially selected papers by Halbert White which reflect his research in a variety of related areas in econometrics: heteroskedasticity of unknown form; nonlinear and nonparametric regression; instrumental variables and generalized method of moments estimation; and measurability and limit theory. In many instances, results from one paper provide the foundation for, or suggest new directions for, research taken up by others in the collection. The intent of collecting these papers together in the present volume, with new commentaries by the author, is to provide access both to a modern unified perspective for econometric theory and to a set of concepts and tools that will be useful to practitioners in the field.As a companion to the first volume entitled Advances in Econometric Theory, this latest selection of Halbert White's work will appeal to academics and researchers in econometrics and economic theory.

Mathematical Reviews

Author :
ISBN : UOM:39015082440879
Genre : Mathematics
File Size : 41. 33 MB
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Statistics

Author : Gudmund R. Iversen
ISBN : 0387946101
Genre : Mathematics
File Size : 78. 71 MB
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An imaginative introduction to statistics, reorienting the course towards an understanding of statistical thinking and its meaning and use in daily life and work. Gudmund Iversen and Mary Gergen bring their years of experience and insight into teaching the subject, incorporating such innovations and insights as a sustained emphasis on the process of statistical analysis and what statistics can and cannot do as well as careful exposition of the ideas of developing statistical and graphical literacy. In the spirit of contemporary pedagogy and by using technology, the authors break down the traditional barriers of statistical formulas and lengthy computations encountered by students without strong quantitative skills. Further, formulas are grouped at the end of each chapter along with related problems, and, with only algebra as a prerequisite, the book is ideal for students in the liberal arts and the behavioural and social sciences.

Dependence In Probability And Statistics

Author : Ernst Eberlein
ISBN : UOM:39015017931968
Genre : Mathematics
File Size : 88. 91 MB
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Probability And Mathematical Statistics

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ISBN : UVA:X002407545
Genre : Mathematical statistics
File Size : 49. 60 MB
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