Download or read book Weakly Dependent Stochastic Sequences and Their Applications Bootstrap methods under weak dependence written by Ken-ichi Yoshihara and published by . This book was released on 1992 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Weak Dependence With Examples and Applications written by Jérome Dedecker and published by Springer Science & Business Media. This book was released on 2007-07-29 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Weakly Dependent Stochastic Sequences and Their Applications written by Ken-ichi Yoshihara and published by . This book was released on 1993 with total page 311 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Weakly Dependent Stochastic Sequences and Their Applications Order statistics based on weakly dependent data written by Ken-ichi Yoshihara and published by . This book was released on 1992 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Weakly Dependent Stochastic Sequences and Their Applications written by Ken-ichi Yoshihara and published by . This book was released on 1992 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Weakly Dependent Stochastic Sequences and Their Applications Curve estimation based on weakly dependent data written by Ken-ichi Yoshihara and published by . This book was released on 1992 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Empirical Process Techniques for Dependent Data written by Herold Dehling and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 378 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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,

Download or read book Weakly Dependent Stochastic Sequences and Their Applications written by Ken-ichi Yoshihara and published by . This book was released on 1992 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Weakly Dependent Stochastic Sequences and Their Applications Statistical inference based on weakly dependent data written by Ken-ichi Yoshihara and published by . This book was released on 1992 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Weakly Dependent Stochastic Sequences and Their Applications written by Ken-ichi Yoshihara and published by . This book was released on 2004 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Resampling Methods for Dependent Data written by S. N. Lahiri and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 382 pages. Available in PDF, EPUB and Kindle. Book excerpt: By giving a detailed account of bootstrap methods and their properties for dependent data, this book provides illustrative numerical examples throughout. The book fills a gap in the literature covering research on re-sampling methods for dependent data that has witnessed vigorous growth over the last two decades but remains scattered in various statistics and econometrics journals. It can be used as a graduate level text and also as a research monograph for statisticians and econometricians.

Download or read book Weakly Dependent Stochastic Sequences and Their Applications Generalized partial sum processes written by Ken-ichi Yoshihara and published by . This book was released on 1996 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Bootstrapping the Sample Quantile Based on Weakly Dependent Observations written by Shuxia Sun and published by . This book was released on 2004 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this work, we investigate consistency properties of normal approximation and block bootstrap approximations for sample quantiles of weakly dependent data. Under mild weak dependence conditions and mild smoothness conditions on the one-dimensional marginal distribution function, we show that the moving block bootstrap (MBB) method provides a valid approximation to the distribution of normalized sample quantile and the corresponding MBB estimator of the asymptotic variance is also strongly consistent. Along the line, we also examine the rate of convergence of the MBB approximation to the distribution of the sample quantile, and prove a Berry-Esseen Theorem, which indicates that the normal approximation to the distribution of the sample quantile under weak dependence is of order O(n−1[Superscript /]́2).

Download or read book Estimators Based on Time Series written by Ken-ichi Yoshihara and published by . This book was released on 1994 with total page 353 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Bootstrap Methods written by Gerhard Dikta and published by Springer Nature. This book was released on 2021-08-10 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a compact introduction to the bootstrap method. In addition to classical results on point estimation and test theory, multivariate linear regression models and generalized linear models are covered in detail. Special attention is given to the use of bootstrap procedures to perform goodness-of-fit tests to validate model or distributional assumptions. In some cases, new methods are presented here for the first time. The text is motivated by practical examples and the implementations of the corresponding algorithms are always given directly in R in a comprehensible form. Overall, R is given great importance throughout. Each chapter includes a section of exercises and, for the more mathematically inclined readers, concludes with rigorous proofs. The intended audience is graduate students who already have a prior knowledge of probability theory and mathematical statistics.

Download or read book Weakly Dependent Stochastic Sequences and Their Applications Mixing stochastic differential equations written by Ken-ichi Yoshihara and published by . This book was released on 1992 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Exploring the Limits of Bootstrap written by Raoul LePage and published by John Wiley & Sons. This book was released on 1992-04-16 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: Explores the application of bootstrap to problems that place unusual demands on the method. The bootstrap method, introduced by Bradley Efron in 1973, is a nonparametric technique for inferring the distribution of a statistic derived from a sample. Most of the papers were presented at a special meeting sponsored by the Institute of Mathematical Statistics and the Interface Foundation in May, 1990.