Overview
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Table of contents (14 chapters)
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A Tutorial on Empirical Process Techniques for Dependent Data
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Techniques for the Empirical Process of Stationary Sequences
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The Empirical Process of Long Range Dependent Processes
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Empirical Spectral Process Techniques
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The Tail Empirical Process in Extreme Value Theory
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Bootstrap Techniques
Keywords
About this book
Reviews
"The book is an outgrowth of the workshop held in November 2000 at the University of Copenhagen. It opens by an extensive tutorial covering the topic from the early roots up to recent developments and is accompanied by a vast bibliography of newly 150 items...
The book is the first comprehensive treatment of this topic, perhaps because only the present-day computers are able to meet the enormous requirements for high speed and large memory necessary for the application of statistical techniques to dependent data. It will be suitable for classroom use as well as for specialists in probability and statistics and for practitioners in the above mentioned branches of dependent data applications." ---APPLICATIONS OF MATHEMATICS
Editors and Affiliations
Bibliographic Information
Book Title: Empirical Process Techniques for Dependent Data
Editors: Herold Dehling, Thomas Mikosch, Michael Sørensen
DOI: https://doi.org/10.1007/978-1-4612-0099-4
Publisher: Birkhäuser Boston, MA
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eBook Packages: Springer Book Archive
Copyright Information: Springer Science+Business Media New York 2002
Hardcover ISBN: 978-0-8176-4201-3Published: 19 August 2002
Softcover ISBN: 978-1-4612-6611-2Published: 23 October 2012
eBook ISBN: 978-1-4612-0099-4Published: 06 December 2012
Edition Number: 1
Number of Pages: XI, 383
Topics: Probability Theory and Stochastic Processes, Statistics for Business, Management, Economics, Finance, Insurance, Statistical Theory and Methods