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Weak Dependence: With Examples and Applications

Weak Dependence: With Examples and Applications PDF Author: Jérôme Dedecker
Publisher: Springer Science & Business Media
ISBN: 0387699511
Category : Mathematics
Languages : en
Pages : 326

Book Description
This book develops Doukhan/Louhichi's 1999 idea to measure asymptotic independence of a random process. The authors, who helped develop this theory, propose examples of models fitting such conditions: stable Markov chains, dynamical systems or more complicated models, nonlinear, non-Markovian, and heteroskedastic models with infinite memory. Applications are still needed to develop a method of analysis for nonlinear times series, and this book provides a strong basis for additional studies.

Weak Dependence: With Examples and Applications

Weak Dependence: With Examples and Applications PDF Author: Jérôme Dedecker
Publisher: Springer Science & Business Media
ISBN: 0387699511
Category : Mathematics
Languages : en
Pages : 326

Book Description
This book develops Doukhan/Louhichi's 1999 idea to measure asymptotic independence of a random process. The authors, who helped develop this theory, propose examples of models fitting such conditions: stable Markov chains, dynamical systems or more complicated models, nonlinear, non-Markovian, and heteroskedastic models with infinite memory. Applications are still needed to develop a method of analysis for nonlinear times series, and this book provides a strong basis for additional studies.

Weak Dependence: With Examples and Applications

Weak Dependence: With Examples and Applications PDF Author: Jérome Dedecker
Publisher: Springer Science & Business Media
ISBN: 038769952X
Category : Mathematics
Languages : en
Pages : 326

Book Description
This book develops Doukhan/Louhichi's 1999 idea to measure asymptotic independence of a random process. The authors, who helped develop this theory, propose examples of models fitting such conditions: stable Markov chains, dynamical systems or more complicated models, nonlinear, non-Markovian, and heteroskedastic models with infinite memory. Applications are still needed to develop a method of analysis for nonlinear times series, and this book provides a strong basis for additional studies.

Asymptotic Theory of Weakly Dependent Random Processes

Asymptotic Theory of Weakly Dependent Random Processes PDF Author: Emmanuel Rio
Publisher: Springer
ISBN: 3662543230
Category : Mathematics
Languages : en
Pages : 211

Book Description
Ces notes sont consacrées aux inégalités et aux théorèmes limites classiques pour les suites de variables aléatoires absolument régulières ou fortement mélangeantes au sens de Rosenblatt. Le but poursuivi est de donner des outils techniques pour l'étude des processus faiblement dépendants aux statisticiens ou aux probabilistes travaillant sur ces processus.

Empirical Process Techniques for Dependent Data

Empirical Process Techniques for Dependent Data PDF Author: Herold Dehling
Publisher: Springer Science & Business Media
ISBN: 1461200997
Category : Mathematics
Languages : en
Pages : 378

Book Description
Empirical process techniques for independent data have been used for many years in statistics and probability theory. These techniques have proved very useful for studying asymptotic properties of parametric as well as non-parametric statistical procedures. Recently, the need to model the dependence structure in data sets from many different subject areas such as finance, insurance, and telecommunications has led to new developments concerning the empirical distribution function and the empirical process for dependent, mostly stationary sequences. This work gives an introduction to this new theory of empirical process techniques, which has so far been scattered in the statistical and probabilistic literature, and surveys the most recent developments in various related fields. Key features: A thorough and comprehensive introduction to the existing theory of empirical process techniques for dependent data * Accessible surveys by leading experts of the most recent developments in various related fields * Examines empirical process techniques for dependent data, useful for studying parametric and non-parametric statistical procedures * Comprehensive bibliographies * An overview of applications in various fields related to empirical processes: e.g., spectral analysis of time-series, the bootstrap for stationary sequences, extreme value theory, and the empirical process for mixing dependent observations, including the case of strong dependence. To date this book is the only comprehensive treatment of the topic in book literature. It is an ideal introductory text that will serve as a reference or resource for classroom use in the areas of statistics, time-series analysis, extreme value theory, point process theory, and applied probability theory. Contributors: P. Ango Nze, M.A. Arcones, I. Berkes, R. Dahlhaus, J. Dedecker, H.G. Dehling,

Theory and Applications of Long-Range Dependence

Theory and Applications of Long-Range Dependence PDF Author: Paul Doukhan
Publisher: Springer Science & Business Media
ISBN: 9780817641689
Category : Mathematics
Languages : en
Pages : 744

Book Description
The area of data analysis has been greatly affected by our computer age. For example, the issue of collecting and storing huge data sets has become quite simplified and has greatly affected such areas as finance and telecommunications. Even non-specialists try to analyze data sets and ask basic questions about their structure. One such question is whether one observes some type of invariance with respect to scale, a question that is closely related to the existence of long-range dependence in the data. This important topic of long-range dependence is the focus of this unique work, written by a number of specialists on the subject. The topics selected should give a good overview from the probabilistic and statistical perspective. Included will be articles on fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation, long-memory stochastic volatility models, robust estimation, and prediction for long-range dependence sequences. For those graduate students and researchers who want to use the methodology and need to know the "tricks of the trade," there will be a special section called "Mathematical Techniques." Topics in the first part of the book are covered from probabilistic and statistical perspectives and include fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation, long-memory stochastic volatility models, robust estimation, prediction for long-range dependence sequences. The reader is referred to more detailed proofs if already found in the literature. The last part of the book is devoted to applications in the areas of simulation, estimation and wavelet techniques, traffic in computer networks, econometry and finance, multifractal models, and hydrology. Diagrams and illustrations enhance the presentation. Each article begins with introductory background material and is accessible to mathematicians, a variety of practitioners, and graduate students. The work serves as a state-of-the art reference or graduate seminar text.

Optical Coherence Tomography in Cardiovascular Research

Optical Coherence Tomography in Cardiovascular Research PDF Author: Evelyn Regar
Publisher: CRC Press
ISBN: 9780415383400
Category : Medical
Languages : en
Pages : 1112

Book Description
Given that for centuries, the standard tool to understand diseases in tissues was the microscope and that its major limitation was that only excised tissue could be used, recent technology now permits the examination of diseased tissue in vivo. Optical coherence tomography (OCT) has promising potential when applied to coronary artery disease. OCT has the capability to identify coronary plaque and to distinguish between plaques that are stable and unstable. If the plaques are stable then OCT can direct percutaneous intervention (angioplasty or stenting). Optical coherence tomography is a light-based imaging technology that allows for very high resolution imaging in biological tissues. It has been first applied in ophthalmology, where it soon became the golden standard for the assessment of (epi-) retinal processes. The unique imaging capabilities have raised the interest of researchers and clinicians in the field of cardiovascular disease, since OCT offers unique possibilities to study atherosclerosis pathophysiology in vivo. With over 1.1M Americans having a heart attack this year because of unstable plaque rupture, OCT may have an increasingly important role in the early diagnosis of coronary artery disease. This unique publication offers the reader the basic background to OCT and its role in the diagnosis and management of coronary artery disease. The Handbook of Optical Coherence Tomography in Cardiovascular Research introduces the cardiovascular application of this technology. Clinicians, biologists, engineers and physicist are discussing different aspects of cardiovascular OCT application in a multidisciplinary approach. The handbook offers the readership a concise overview on the current state of the art of vascular OCT imaging and sheds light on a variety of exciting new developments. The physics, technical principles of OCT and its application in a broad spectrum of cardiovascular research areas are summarized by highly recognized specialists. The potential of OCT in peripheral and coronary arteries and in developmental cardiology are described. Each research area is introduced by a clinical expert in the field followed by discussion of different aspects from an engineering, biomedical and clinical perspective. Specifically, the current capabilities for plaque characterization, detection of vulnerable plaque, guidance of interventional procedures, Doppler-assessment, and molecular contrast imaging are being described. The Handbook of Optical Coherence Tomography in Cardiovascular Research targets researchers and clinicians involved in the field of atherosclerosis. The summary of basic physics, engineering solutions, pre-clinical and clinical application covers all relevant aspects and will be a valuable reference source.

Proceedings of the Fifteenth International Conference on Very Large Data Bases

Proceedings of the Fifteenth International Conference on Very Large Data Bases PDF Author: Petrus Maria Gerardus Apers
Publisher: Morgan Kaufmann
ISBN: 9781558601017
Category : Data base management
Languages : en
Pages : 488

Book Description


Religion and Morality

Religion and Morality PDF Author: Daniel Statman
Publisher: BRILL
ISBN: 9004463860
Category : Philosophy
Languages : en
Pages : 199

Book Description
Religion and Morality seeks to answer two fundamental questions regarding the relation between religion and morality. The first is the puzzle posed by Socrates, the so-called 'Euthyphro dilemma', which asks: is morality valuable by virtue of its intrinsic importance and worth, or is morality valuable because, and only because, God approves it and commands us to follow its dictates? The second question is raised by Kierkegaard in Fear and Trembling. He asks: Is a conflict between religion and morality possible? Does God ever demand that we neglect our moral commitments? The discussion on these questions is divided into three parts. In the first two parts, we discuss the idea that morality depends on religion. The authors distinguish two types of dependence: strong dependence, according to which the very existence, or validity, of moral obligations depends on God's command, and weak dependence, according to which though morality itself is independent of God, God (or belief in God) is necessary to enable human beings to know their moral duties and to carry them out. The authors reject the strong dependence thesis, as well as most versions of the weak dependence. The third part of the book discusses different versions of the view that religion might conflict with morality. The authors reject this view, and show that very few religious thinkers would follow it all the way through to its ultimate consequences. The book has implications for the philosophy of religion, in its emphasis on the centrality of the moral element in religion, and for moral philosophy, in its highlighting, among other things, of the nature of moral judgments.

Handbook of Discrete-Valued Time Series

Handbook of Discrete-Valued Time Series PDF Author: Richard A. Davis
Publisher: CRC Press
ISBN: 1466577746
Category : Mathematics
Languages : en
Pages : 484

Book Description
Model a Wide Range of Count Time Series Handbook of Discrete-Valued Time Series presents state-of-the-art methods for modeling time series of counts and incorporates frequentist and Bayesian approaches for discrete-valued spatio-temporal data and multivariate data. While the book focuses on time series of counts, some of the techniques discussed ca

Dependence in Probability and Statistics

Dependence in Probability and Statistics PDF Author: Patrice Bertail
Publisher: Springer Science & Business Media
ISBN: 038736062X
Category : Mathematics
Languages : en
Pages : 491

Book Description
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.