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4 produkter
LARGE SAMPLE INFERENCE FOR LONG MEMORY PROCESSES
Av Liudas Giraitis, Hira L Koul m. fl.
Inbunden, 2012
1612 kr
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Box and Jenkins (1970) made the idea of obtaining a stationary time series by differencing the given, possibly nonstationary, time series popular. Numerous time series in economics are found to have this property. Subsequently, Granger and Joyeux (1980) and Hosking (1981) found examples of time …
Dependence in Probability and Statistics
Av Paul Doukhan, Gabriel Lang m. fl.
Häftad, 2010
550 kr
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This volume contains several contributions on the general theme of dependence for several classes of stochastic processes, andits implicationson asymptoticproperties of various statistics and on statistical inference issues in statistics and econometrics. The chapter by Berkes, Horvath and Schauer …
Dependence in Probability and Statistics
Av Gilles Teyssiere, Donatas Surgailis m. fl.
E-bok, 2010
734 kr
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ANISOTROPIC SCALING OF RANDOM FIELDS WITH LONG-RANGE DEPENDENCE: SCALING LIMITS OF RANDOM FIELDS WITH APPLICATIONS
Inbunden, 2026
2122 kr
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Anisotropic Scaling of Random Fields with Long-Range Dependence is primarily interested in two questions: are there scaling limits for all γ>0 ratios? And if so, what are they? By introducing the concept of a scaling transition and discussing its existence for Gaussian models, moving-average …
