Patrice Bertail – författare

The purpose of this book is to give a detailed account of some recent devel- ments in the ?eld of probability and statistics for dependent data. It covers a wide range of topics from Markov chains theory, weak dependence, dynamical system to strong dependence and their applications. The title of this book has been somehow borrowed from the book ”Dependence in Probability and Statistics: a Survey of Recent Result” edited by Ernst Eberlein and Murad S. Taqqu, Birkh¨ auser (1986), which could serve as an excellent prerequisite for reading this book. We hope that the reader will ?nd it as useful and stimulating as the previous one. This book was planned during a conference, entitled “STATDEP2005: Statistics for dependent data”, organized by the Statistical Laboratory of the CREST (Research Center in Economy and Statistics), in Paris/Malako?, under the auspices of the French State Statistical Institute, INSEE. See http://www.crest.fr/pageperso/statdep2005/home.htm for some r- rospective informations. However this book is not a conference proceeding. This conference has witnessed the rapid growth of contributions on dep- dent data in the probabilistic and statistical literature and the need for a book covering recent developments scattered in various probability and s- tistical journals. To achieve such a goal, we have solicited some participants of the conferences as well as other specialists of the ?eld.

This monograph presents an account of the asymptotic behaviour of the weighted bootstrap - a new and powerful statistical technique. Researchers and advanced graduate students studying bootstrap methods will find this a valuable technical survey which is thorough and rigorous. The main aim of this book is to answer two questions: How well does the generalized bootstrap work? What are the differences between all the different weighted schemes? Readers are assumed to have already some familiarity with the bootstrap, but otherwise the account is as self-contained as possible. Proofs are presented in detail, though some lengthy calculations are deferred to appendices.