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.

Paperback - In het Engels 15,37 €

InfoVoor meer informatie over BTW en andere belatingsmogelijkheden, zie hieronder "Betaling & BTW".

Gegevens


Uitgever
Presses de l'Université Saint-Louis
Uitgegeven door
J. P. Florens, M. Mouchart, J.P. Raoult, L. Simar,
Collectie
Travaux et Recherches
Taal
Engels
Categorie uitgever
> Exacte wetenschappen > Wiskunde > Kansberekening en statistiek
Categorie uitgever
> Exacte wetenschappen > Wiskunde
Categorie uitgever
> Exacte wetenschappen
Onix Audience Codes
06 Professional and scholarly
Voor het eerst gepubliceerd
1986
Type werk
Monografie

Paperback


Publicatie datum
01 januari 1986
ISBN-13
9782802800491
Omvang
Aantal pagina's hoofdinhoud : 242
Code
9782802800491
Gewicht
363 grams
Aanbevolen verkoopprijs
15,37 €
ONIX XML
Version 2.1, Version 3

Google Book Preview


Schrijf een reactie