Lecture Notes in Statistics - Dependence in Probability and Statistics
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Published By Springer Berlin Heidelberg

9783642141034, 9783642141041

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Robust regression with infinite moving average errors

Lecture Notes in Statistics - Dependence in Probability and Statistics ◽

10.1007/978-3-642-14104-1_8 ◽

2010 ◽

pp. 143-157

Author(s):

Patrick J. Farrell ◽

Mohamedou Ould-Haye

Keyword(s):

Robust Regression ◽

Moving Average ◽

Moving Average Errors

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Multifractal scenarios for products of geometric Ornstein-Uhlenbeck type processes

Lecture Notes in Statistics - Dependence in Probability and Statistics ◽

10.1007/978-3-642-14104-1_6 ◽

2010 ◽

pp. 103-122 ◽

Author(s):

Vo V. Anh ◽

Nikolai N. Leonenko ◽

Narn-Rueih Shieh

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On the impact of the number of vanishing moments on the dependence structures of compound Poisson motion and fractional Brownian motion in multifractal time

Lecture Notes in Statistics - Dependence in Probability and Statistics ◽

10.1007/978-3-642-14104-1_5 ◽

2010 ◽

pp. 71-101 ◽

Author(s):

Béatrice Vedel ◽

Herwig Wendt ◽

Patrice Abry ◽

Stéphane Jaffard

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion ◽

Vanishing Moments ◽

Compound Poisson ◽

Dependence Structures

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Best attainable rates of convergence for the estimation of the memory parameter

Lecture Notes in Statistics - Dependence in Probability and Statistics ◽

10.1007/978-3-642-14104-1_3 ◽

2010 ◽

pp. 43-57 ◽

Author(s):

Philippe Soulier

Keyword(s):

Rates Of Convergence ◽

Memory Parameter

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Harmonic analysis tools for statistical inference in the spectral domain

Lecture Notes in Statistics - Dependence in Probability and Statistics ◽

10.1007/978-3-642-14104-1_4 ◽

2010 ◽

pp. 59-70

Author(s):

Florin Avram ◽

Nikolai Leonenko ◽

Ludmila Sakhno

Keyword(s):

Harmonic Analysis ◽

Statistical Inference ◽

Spectral Domain ◽

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A note on the monitoring of changes in linear models with dependent errors

Lecture Notes in Statistics - Dependence in Probability and Statistics ◽

10.1007/978-3-642-14104-1_9 ◽

2010 ◽

pp. 159-174 ◽

Author(s):

Alexander Schmitz ◽

Josef G. Steinebach

Keyword(s):

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Max–Stable Processes: Representations, Ergodic Properties and Statistical Applications

Lecture Notes in Statistics - Dependence in Probability and Statistics ◽

10.1007/978-3-642-14104-1_2 ◽

2010 ◽

pp. 21-42 ◽

Author(s):

Stilian A. Stoev

Keyword(s):

Stable Processes ◽

Ergodic Properties

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Testing for homogeneity of variance in the wavelet domain.

Lecture Notes in Statistics - Dependence in Probability and Statistics ◽

10.1007/978-3-642-14104-1_10 ◽

2010 ◽

pp. 175-205 ◽

Author(s):

Olaf Kouamo ◽

Eric Moulines ◽

Francois Roueff

Keyword(s):

Wavelet Domain ◽

Homogeneity Of Variance

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Permutation and bootstrap statistics under infinite variance

Lecture Notes in Statistics - Dependence in Probability and Statistics ◽

10.1007/978-3-642-14104-1_1 ◽

2010 ◽

pp. 1-20

Author(s):

István Berkes ◽

Lajos Horváth ◽

Johannes Schauer

Keyword(s):

Infinite Variance

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A new look at measuring dependence

Lecture Notes in Statistics - Dependence in Probability and Statistics ◽

10.1007/978-3-642-14104-1_7 ◽

2010 ◽

pp. 123-142 ◽

Author(s):

Wei Biao Wu ◽

Jan Mielniczuk

Keyword(s):

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