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Empirical Process Techniques for Dependent Data von Michael Sörensen (2013, Taschenbuch)

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Produktinformation

Empirical process techniques for independent data have been used for many years in statistics and probability theory. These techniques have proved very useful for studying asymptotic properties of parametric as well as non-parametric statistical procedures. Recently, the need to model the dependence structure in data sets from many different subject areas such as finance, insurance, and telecommunications has led to new developments concerning the empirical distribution function and the empirical process for dependent, mostly stationary sequences. This work gives an introduction to this new theory of empirical process techniques, which has so far been scattered in the statistical and probabilistic literature, and surveys the most recent developments in various related fields. Key features: A thorough and comprehensive introduction to the existing theory of empirical process techniques for dependent data * Accessible surveys by leading experts of the most recent developments in various related fields * Examines empirical process techniques for dependent data, useful for studying parametric and non-parametric statistical procedures * Comprehensive bibliographies * An overview of applications in various fields related to empirical processes: e.g., spectral analysis of time-series, the bootstrap for stationary sequences, extreme value theory, and the empirical process for mixing dependent observations, including the case of strong dependence. To date this book is the only comprehensive treatment of the topic in book literature. It is an ideal introductory text that will serve as a reference or resource for classroom use in the areas of statistics, time-series analysis, extreme value theory, point process theory, and applied probability theory. Contributors: P. Ango Nze, M.A. Arcones, I. Berkes, R. Dahlhaus, J. Dedecker, H.G. Dehling,

Produktkennzeichnungen

Herausgeber
Michael Sörensen, Herold Dehling, Thomas Mikosch
ISBN-10
1461266114
ISBN-13
9781461266112
eBay Product ID (ePID)
165625189

Produkt Hauptmerkmale

Produktart
Lehrbuch
Sprache
Englisch
Anzahl der Seiten
Xii Seiten
Verlag
Springer-Verlag Gmbh, Birkhäuser Boston
Publikationsname
Empirical Process Techniques For Dependent Data
Autor
Michael Sörensen, Herold Dehling, Thomas Mikosch
Format
Taschenbuch
Erscheinungsjahr
2013

Zusätzliche Produkteigenschaften

Hörbuch
No
Inhaltsbeschreibung
Book
Item Length
25cm
Item Height
2cm
Item Width
17cm
Item Weight
742g

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Empirical Process Techniques for Dependent Data von Michael Sörensen (2013, Taschenbuch)

About this product

Produktinformation

Produktkennzeichnungen

Produkt Hauptmerkmale

Zusätzliche Produkteigenschaften

Best Selling in Textbooks

Diagnostic and Statistical Manual of Mental Disorders DSM-5-TR by American Psychiatric Association (2022, Trade Paperback)

Self Heal by Design : The Role of Micro-organisms for Health by Barbara O'Neill (2018, Trade Paperback)

Leadership : Theory and Practice by Peter G. Northouse (2021, Trade Paperback, Revised edition)

Research Design : Qualitative, Quantitative, and Mixed Methods Approaches by J. David Creswell and John W. Creswell (2022, Trade Paperback)

Designing Data-Intensive Applications : The Big Ideas Behind Reliable, Scalable, and Maintainable Systems by Martin Kleppmann (2017, Trade Paperback)

Cognitive Behavior Therapy : Basics and Beyond by Judith S. Beck (2020, Hardcover)

Encyclopedia of Counseling : Master Review and Tutorial for the National Counselor Examination, State Counseling Exams, and the Counselor Preparation Comprehensive Examination by Howard Rosenthal (2017, Trade Paperback, Revised edition,New Edition)

Save on Textbooks

Diagnostic and Statistical Manual of Mental Disorders DSM-5-TR Brand new

International Building Code IBC 2021 Paperback - International Code Council

International Code Council Ser.: 2021 International Residential

National Electrical Code Handbook, 2023 Edition

National Electrical Code (NEC) NFPA 70 2020 Edition Spiral USA STOCK

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