Asymptotic Theory for non i.i.d. Processes

Proceedings of the 5th Franco-Belgian Meeting of Statisticians, november 1984

This volume contains a selection of papers presented at the Fifth Franco-Belgian Meeting of Statisticians, held in Luminy-Marseille (France) on November 23-24, 1984. The diversity of these papers reflects the broadness of the topic of the meeting : the asymptotic theory for non i.i.d. processes.
First of all, asymptotic theory is focused on various types of convergence : almost sure convergence, convergence in distribution and convergence in variation.
In an other direction, relaxing the hypothesis of i.i.d. processes leads to consider a large variety of situations, characterized either by hypotheses on the marginal model (i.e. after integration with respect to parameters or exogenous variables) such as stationarity, exchangeability of Markovian property or by assumptions on the model conditionally on exogenoous variables.
The main tools used in such situations are martingale theory and the ergodic theorem. They may be applied in various situations such as posterior expectations in Bayesian analysis, rational expectations, generalized residuals and mixing conditions in conditional models or predictions in nonstationary q-dependent processes. All the above concepts are met both theoretically and through applications in the present volume.

Livre broché - En anglais 15,37 €

Spécifications


Éditeur
Presses de l'Université Saint-Louis
Édité par
J. P. Florens, M. Mouchart, J.P. Raoult, L. Simar,
Collection
Travaux et Recherches
Langue
anglais
Catégorie (éditeur)
Sciences exactes > Mathématiques > Probabilités et statistiques
Catégorie (éditeur)
Sciences exactes > Mathématiques
Catégorie (éditeur)
Sciences exactes
Code publique Onix
06 Professionnel et académique
Date de première publication du titre
01 janvier 1986
Type d'ouvrage
Monographie

Livre broché


Date de publication
1986
ISBN-13
9782802800491
Ampleur
Nombre de pages de contenu principal : 242
Code interne
9782802800491
Poids
363 grammes
Prix
15,37 €
ONIX XML
Version 2.1, Version 3

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