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This account of recent works on weakly dependent, long memory and multifractal processes introduces new dependence measures for studying complex stochastic syst
Weak Dependence: With Examples and Applications
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Authors: Jérome Dedecker
Categories: Mathematics
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This book develops Doukhan/Louhichi's 1999 idea to measure asymptotic independence of a random process. The authors, who helped develop this theory, propose exa
Dependence Modeling: Vine Copula Handbook
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This book is a collaborative effort from three workshops held over the last three years, all involving principal contributors to the vine-copula methodology. Re
Multivariate Models and Multivariate Dependence Concepts
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This book on multivariate models, statistical inference, and data analysis contains deep coverage of multivariate non-normal distributions for modeling of binar
Current Issues in Statistical Inference
Language: en
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Authors: Dev Basu
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