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.
- ISBN10 038736062X
- ISBN13 9780387360621
- Publish Date December 2006 (first published 24 May 2006)
- Publish Status Active
- Publish Country US
- Imprint Springer-Verlag New York Inc.
- Format eBook
- Language English