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Dependence in Probability and Statistics

Overview of attention for book
Cover of 'Dependence in Probability and Statistics'

Table of Contents

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    Book Overview
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    Chapter 1 Permutation and bootstrap statistics under infinite variance
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    Chapter 2 Max–Stable Processes: Representations, Ergodic Properties and Statistical Applications
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    Chapter 3 Best attainable rates of convergence for the estimation of the memory parameter
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    Chapter 4 Harmonic analysis tools for statistical inference in the spectral domain
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    Chapter 5 On the impact of the number of vanishing moments on the dependence structures of compound Poisson motion and fractional Brownian motion in multifractal time
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    Chapter 6 Multifractal scenarios for products of geometric Ornstein-Uhlenbeck type processes
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    Chapter 7 A new look at measuring dependence
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    Chapter 8 Robust regression with infinite moving average errors
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    Chapter 9 A note on the monitoring of changes in linear models with dependent errors
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    Chapter 10 Testing for homogeneity of variance in the wavelet domain.
Attention for Chapter 3: Best attainable rates of convergence for the estimation of the memory parameter
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Citations

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Chapter title
Best attainable rates of convergence for the estimation of the memory parameter
Chapter number 3
Book title
Dependence in Probability and Statistics
Published by
Springer, Berlin, Heidelberg, January 2010
DOI 10.1007/978-3-642-14104-1_3
Book ISBNs
978-3-64-214103-4, 978-3-64-214104-1
Authors

Philippe Soulier

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Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 1 Mendeley reader of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 1 100%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 1 100%
Readers by discipline Count As %
Engineering 1 100%

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