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Dependence in Probability and Statistics

Author

Listed:
  • Paul Doukhan

    (CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique, SAMOS - Statistique Appliquée et MOdélisation Stochastique - UP1 - Université Paris 1 Panthéon-Sorbonne)

  • Patrice Bertail

    (CREST - Centre de Recherche en Économie et Statistique - ENSAI - Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz] - X - École polytechnique - IP Paris - Institut Polytechnique de Paris - ENSAE Paris - École Nationale de la Statistique et de l'Administration Économique - CNRS - Centre National de la Recherche Scientifique, MODAL'X - Modélisation aléatoire de Paris X - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique)

  • Philippe Soulier

    (MODAL'X - Modélisation aléatoire de Paris X - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique)

Abstract

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.

Suggested Citation

  • Paul Doukhan & Patrice Bertail & Philippe Soulier, 2006. "Dependence in Probability and Statistics," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00268232, HAL.
    • Handle: RePEc:hal:cesptp:hal-00268232
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