Dependence in Probability and Statistics
Dependence in Probability and Statistics
复制标题
概率与统计的依赖性
DOI：
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发表时间：
2006
期刊：
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通讯作者：
Philippe Soulier
中科院分区：
文献类型：
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作者：
P. Doukhan;Patrice Bertail;Philippe Soulier
这本书给出了一个帐户的概率和统计领域的最新发展的依赖数据。它涵盖了广泛的主题，从马尔可夫链理论和弱相关性，重点是动力系统的一些最新发展，到时间序列和随机场的强相关性。有一节介绍统计估计问题和具体应用。这本书是写了一系列的论文领域的专家，交替一般调查，主要是在一个水平上访问的研究生在概率和统计，更一般的研究论文主要适合研究人员在该领域。
This book gives an account of recent developments in the field of probability and statistics for dependent data. It covers a wide range of topics from Markov chain theory and weak dependence with an emphasis on some recent developments on dynamical systems, to strong dependence in times series and random fields. There is a section on statistical estimation problems and specific applications. The book is written as a succession of papers by field specialists, alternating general surveys, mostly at a level accessible to graduate students in probability and statistics, and more general research papers mainly suitable to researchers in the field.