LIBROS DEL AUTOR: paul doukhan

4 resultados para LIBROS DEL AUTOR: paul doukhan

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  • Stochastic Models for Time Series
    Paul Doukhan
    This book presents essential tools for modelling non-linear time series. The first part of the book describes the main standard tools of probability and statistics that directly apply to the time series context to obtain a wide range of modelling possibilities. Functional estimation and bootstrap are discussed, and stationarity is reviewed. The second part describes a number of...
    Disponible

    124,10 €

  • Stochastic Models for Time Series
    Paul Doukhan
    This book presents essential tools for modelling non-linear time series. The first part of the book describes the main standard tools of probability and statistics that directly apply to the time series context to obtain a wide range of modelling possibilities. Functional estimation and bootstrap are discussed, and stationarity is reviewed. The second part describes a number of...
    Disponible

    47,66 €

  • Weak Dependence
    Gabriel Lang / Jrme Dedecker / Paul Doukhan
    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. Applicati...
    Disponible

    170,59 €

  • Mixing
    Paul Doukhan
    Mixing is concerned with the analysis of dependence between sigma-fields defined on the same underlying probability space. It provides an important tool of analysis for random fields, Markov processes, central limit theorems as well as being a topic of current research interest in its own right. The aim of this monograph is to provide a study of appli...
    Disponible

    171,41 €