Dependence in probability and statistics.

DOI10.1007/0-387-36062-XzbMath1092.60002OpenAlexW4299422894MaRDI QIDQ2496093

No author found.

Publication date: 12 July 2006

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/0-387-36062-x

Mathematics Subject Classification ID

Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Collections of articles of miscellaneous specific interest (00B15)

Related Items (12)

Using Copulas to Model Dependence Between Crude Oil Prices of West Texas Intermediate and Brent-Europe ⋮ ON A FAMILY OF CONTRASTS FOR PARAMETRIC INFERENCE IN DEGENERATE ARCH MODELS ⋮ Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators ⋮ Semiparametric nonlinear log-periodogram regression estimation for perturbed stationary anisotropic long memory random fields ⋮ Pricing of mountain range derivatives under a principal component stochastic volatility model ⋮ Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities ⋮ Weak dependence for infinite ARCH-type bilinear models ⋮ Central limit theorems for long range dependent spatial linear processes ⋮ Inconsistency of the MLE and inference based on weighted LS for LARCH models ⋮ On kernel density and mode estimates for associated and censored data ⋮ DETECTION OF NONCONSTANT LONG MEMORY PARAMETER ⋮ On the effect of long-range dependence on extreme value copula estimation with fixed marginals

This page was built for publication: Dependence in probability and statistics.