Asymptotic Theory of Weakly Dependent Random Processes
Title | Asymptotic Theory of Weakly Dependent Random Processes PDF eBook |
Author | Emmanuel Rio |
Publisher | Springer |
Pages | 211 |
Release | 2017-04-13 |
Genre | Mathematics |
ISBN | 3662543230 |
Ces notes sont consacrées aux inégalités et aux théorèmes limites classiques pour les suites de variables aléatoires absolument régulières ou fortement mélangeantes au sens de Rosenblatt. Le but poursuivi est de donner des outils techniques pour l'étude des processus faiblement dépendants aux statisticiens ou aux probabilistes travaillant sur ces processus.
Asymptotic Theory for Weakly Dependent Random Fields and Locally Stationary Continuous-time Models
Title | Asymptotic Theory for Weakly Dependent Random Fields and Locally Stationary Continuous-time Models PDF eBook |
Author | Bennet Ströh |
Publisher | |
Pages | 0 |
Release | 2021 |
Genre | |
ISBN |
The Asymptotic Theory of Extreme Order Statistics
Title | The Asymptotic Theory of Extreme Order Statistics PDF eBook |
Author | János Galambos |
Publisher | |
Pages | 442 |
Release | 1987 |
Genre | Mathematics |
ISBN |
Dependence in Probability and Statistics
Title | Dependence in Probability and Statistics PDF eBook |
Author | Murad Taqqu |
Publisher | Springer-Verlag |
Pages | 468 |
Release | 2019-06-12 |
Genre | Mathematics |
ISBN | 1461581621 |
Asymptotics for Associated Random Variables
Title | Asymptotics for Associated Random Variables PDF eBook |
Author | Paulo Eduardo Oliveira |
Publisher | Springer Science & Business Media |
Pages | 198 |
Release | 2012-01-11 |
Genre | Mathematics |
ISBN | 3642255329 |
The book concerns the notion of association in probability and statistics. Association and some other positive dependence notions were introduced in 1966 and 1967 but received little attention from the probabilistic and statistics community. The interest in these dependence notions increased in the last 15 to 20 years, and many asymptotic results were proved and improved. Despite this increased interest, characterizations and results remained essentially scattered in the literature published in different journals. The goal of this book is to bring together the bulk of these results, presenting the theory in a unified way, explaining relations and implications of the results. It will present basic definitions and characterizations, followed by a collection of relevant inequalities. These are then applied to characterize almost sure and weak convergence of sequences of associated variables. It will also cover applications of positive dependence to the characterization of asymptotic results in nonparametric statistics. The book is directed towards researchers in probability and statistics, with particular emphasis on people interested in nonparametric methods. It will also be of interest to graduate students in those areas. The book could also be used as a reference on association in a course covering dependent variables and their asymptotics. As prerequisite, readers should have knowledge of basic probability on the reals and on metric spaces. Some acquaintance with the asymptotics of random functions, such us empirical processes and partial sums processes, is useful but not essential.
Weak Dependence: With Examples and Applications
Title | Weak Dependence: With Examples and Applications PDF eBook |
Author | Jérome Dedecker |
Publisher | Springer Science & Business Media |
Pages | 326 |
Release | 2007-07-29 |
Genre | Mathematics |
ISBN | 038769952X |
This book develops Doukhan/Louhichi's 1999 idea to measure asymptotic independence of a random process. The authors, who helped develop this theory, propose examples of models fitting such conditions: stable Markov chains, dynamical systems or more complicated models, nonlinear, non-Markovian, and heteroskedastic models with infinite memory. Applications are still needed to develop a method of analysis for nonlinear times series, and this book provides a strong basis for additional studies.
Asymptotic Fluctuation Behavior of Sums of Weakly Dependent Random Variables
Title | Asymptotic Fluctuation Behavior of Sums of Weakly Dependent Random Variables PDF eBook |
Author | Walter Philipp |
Publisher | |
Pages | 31 |
Release | 1974 |
Genre | Random variables |
ISBN |
The purpose of the research is to investigate the asymptotic fluctuation behavior of sums of weakly dependent random variables, such as lacunary trigonometric, mixing, and Gaussian. The authors present a brief exposition of the results obtained and a detailed sketch of the method leading to these results.