Lecture Notes in Statistics - Dependence in Probability and Statistics
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Published By Springer New York

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A LARCH(∞) Vector Valued Process

Lecture Notes in Statistics - Dependence in Probability and Statistics ◽

10.1007/0-387-36062-x_11 ◽

2006 ◽

pp. 245-258 ◽

Cited By ~ 8

Author(s):

Paul Doukhan ◽

Gilles Teyssière ◽

Pablo Winant

Keyword(s):

Vector Valued

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Regeneration-based statistics for Harris recurrent Markov chains

Lecture Notes in Statistics - Dependence in Probability and Statistics ◽

10.1007/0-387-36062-x_1 ◽

2006 ◽

pp. 3-54 ◽

Cited By ~ 4

Author(s):

Patrice Bertail ◽

Stéphan Clémençon

Keyword(s):

Markov Chains

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Long memory random fields

Lecture Notes in Statistics - Dependence in Probability and Statistics ◽

10.1007/0-387-36062-x_9 ◽

2006 ◽

pp. 195-220 ◽

Cited By ~ 10

Author(s):

Frédéric Lavancier

Keyword(s):

Random Fields ◽

Long Memory

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Almost periodically correlated processes with long memory

Lecture Notes in Statistics - Dependence in Probability and Statistics ◽

10.1007/0-387-36062-x_8 ◽

2006 ◽

pp. 159-194 ◽

Cited By ~ 4

Author(s):

Anne Philippe ◽

Donatas Surgailis ◽

Marie-Claude Viano

Keyword(s):

Long Memory ◽

Periodically Correlated Processes

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On Efficient Inference in GARCH Processes

Lecture Notes in Statistics - Dependence in Probability and Statistics ◽

10.1007/0-387-36062-x_14 ◽

2006 ◽

pp. 305-327 ◽

Cited By ~ 1

Author(s):

Christian Francq ◽

Jean-Michel Zakoïan

Keyword(s):

Garch Processes

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On a Szegö type limit theorem and the asymptotic theory of random sums, integrals and quadratic forms

Lecture Notes in Statistics - Dependence in Probability and Statistics ◽

10.1007/0-387-36062-x_12 ◽

2006 ◽

pp. 259-286 ◽

Cited By ~ 2

Author(s):

Florin Avram ◽

Murad S. Taqqu

Keyword(s):

Limit Theorem ◽

Quadratic Forms ◽

Asymptotic Theory ◽

Random Sums

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Aggregation of Doubly Stochastic Interactive Gaussian Processes and Toeplitz forms of U-Statistics

Lecture Notes in Statistics - Dependence in Probability and Statistics ◽

10.1007/0-387-36062-x_13 ◽

2006 ◽

pp. 287-302

Author(s):

Didier Dacunha-Castelle ◽

Lisandro Fermín

Keyword(s):

Gaussian Processes ◽

Doubly Stochastic ◽

U Statistics

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Limit Theorems for Dependent U-statistics

Lecture Notes in Statistics - Dependence in Probability and Statistics ◽

10.1007/0-387-36062-x_3 ◽

2006 ◽

pp. 65-86 ◽

Cited By ~ 7

Author(s):

Herold Dehling

Keyword(s):

Limit Theorems ◽

U Statistics

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Recent results on weak dependence for causal sequences. Statistical applications to dynamical systems.

Lecture Notes in Statistics - Dependence in Probability and Statistics ◽

10.1007/0-387-36062-x_4 ◽

2006 ◽

pp. 87-104

Author(s):

Clémentine Prieur

Keyword(s):

Dynamical Systems ◽

Weak Dependence

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Almost sure rate of convergence of maximum likelihood estimators for multidimensional diffusions

Lecture Notes in Statistics - Dependence in Probability and Statistics ◽

10.1007/0-387-36062-x_15 ◽

2006 ◽

pp. 329-347 ◽

Cited By ~ 1

Author(s):

Dasha Loukianova ◽

Oleg Loukianov

Keyword(s):

Maximum Likelihood ◽

Rate Of Convergence ◽

Maximum Likelihood Estimators ◽

Multidimensional Diffusions

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Lecture Notes in Statistics - Dependence in Probability and StatisticsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer New York

A LARCH(∞) Vector Valued Process

Regeneration-based statistics for Harris recurrent Markov chains

Long memory random fields

Almost periodically correlated processes with long memory

On Efficient Inference in GARCH Processes

On a Szegö type limit theorem and the asymptotic theory of random sums, integrals and quadratic forms

Aggregation of Doubly Stochastic Interactive Gaussian Processes and Toeplitz forms of U-Statistics

Limit Theorems for Dependent U-statistics

Recent results on weak dependence for causal sequences. Statistical applications to dynamical systems.

Almost sure rate of convergence of maximum likelihood estimators for multidimensional diffusions

Lecture Notes in Statistics - Dependence in Probability and Statistics
Latest Publications