Dependence in Probability and Statistics (2010)

Dependence in Probability and Statistics, LNS 200. Springer Verlag, 2010
ISBN-13: 978-3-642-14103-4
DOI:10.10.1007/978-3-642-14104-1
Table of Contents (PDF file)

1. Permutation and bootstrap statistics under infinite variance, by István Berkes, Lajos Horváth and Johannes Schauer, pp 1-20.
2. Max-stable processes: representations, ergodic properties and statistical applications, by Stilian A. Stoev, pp 21-42.
3. Best attainable rates of convergence for the estimation of the memory parameter, by Philippe Soulier, pp 43-57.
4. Harmonic analysis tools for statistical inference in the spectral domain, by Florin Avram, Nikolai Leonenko and Liudmila Sakhno, pp 59-70.
5. On the impact of the number of vanishing moments on the dependence structures of compound Poisson motion and fractional Brownian motion in multifractal time, by Béatrice Vedel, Herwig Wendt, Patrice Abry and Stéphane Jaffard, pp 71-101.
6. Multifractal scenarios for products of geometric Ornstein-Uhlenbeck type processes, by Vo V. Anh, Nikolai N. Leonenko and Narn-Rueih Shieh, pp 103-122.
7. A new look at measuring dependence, by Wei Biao Wu and Jan Mielniczuk, pp 123-142.
8. Robust regression with infinite moving average errors, by Patrick J. Farrell and Mohamedou Ould Haye, pp 143-157.
9. A note on the monitoring of changes in linear models with dependent errors, by Alexander Schmitz and Josef G. Steinebach, pp 159-174.
10. Testing for homogeneity of variance in the wavelet domain, by Olaf Kouamo, Eric Moulines and François Roueff, pp 175-205.

• Patrice Abry: Physics Lab, ENS Lyon, CNRS UMR 5672, France.
• Vo V. Anh: School of Mathematical Sciences, Queensland University of Technology, Australia.
• Florin Avram: Department of Mathematics, University of Pau, France.
• István Berkes: Institute of Statistics, Graz University of Technology, Austria.
• Patrick J. Farrell: Department of Mathematics, Carleton University, Canada.
• Lajos Horváth: Department of Mathematics, University of Utah, USA.
• Stéphane Jaffard: University Paris-Est, CNRS, France.
• Olaf Kouamo: ENSP, LIMSS, Cameroon.
• Nikolai N. Leonenko: Cardiff School of Mathematics, Cardiff University, UK.
• Jan Mielniczuk: Polish Academy of Sciences, Warsaw University of Technology, Poland.
• Eric Moulines: Institut Télécom, Télécom ParisTech, CNRS UMR 5181, France.
• Mohamedou Ould Haye: Department of Mathematics, Carleton University, Canada.
• François Roueff: Institut Télécom, Télécom ParisTech, CNRS UMR 5181, France.
• Liudmila Sakhno: Department of Probability Theory and Mathematical Statistics, Kyiv National Taras Shevchenko University, Ukraine.
• Johannes Schauer: Institute of Statistics, Graz University of Technology, Austria.
• Alexander Schmitz: Mathematisches Institut, Universität zu Köln, Germany.
• Narn-Rueih Shieh: Department of Mathematics, National Taiwan University, Taiwan.
• Philippe Soulier: University Paris Ouest-Nanterre, France.
• Josef G. Steinebach: Mathematisches Institut, Universität zu Köln, Germany.
• Stilian A. Stoev: Department of Statistics, The University of Michigan, USA.
• Béatrice Vedel: Université de Bretagne-Sud, France.
• Herwig Wendt: Physics Lab, ENS Lyon, CNRS UMR 5672, France.
• Wei Biao Wu: Department of Statistics, University of Chicago, USA.