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Condizione: New.

Paperback or Softback. Condizione: New. Dependence in Probability and Statistics. Book.

Hardcover/Pappeinband. Condizione: Wie neu. 389 S. Like new. Shrink wrapped. / Wie neu. In Folie verschweißt. Sprache: Englisch Gewicht in Gramm: 768.

Condizione: As New. Unread book in perfect condition.

Condizione: New. In.

Condizione: New.

Condizione: New. pp. 228.

Condizione: As New. Unread book in perfect condition.

Rústica Hilo. Condizione: Nuevo.

Couverture souple. Condizione: Bon. in-8 br. (15 x 21), 232 p., coll. "Fictions", bon état. Franck Black est un homme perturbé par un don : il a des visions qui lui permettent de se mettre à la place des assassins au moment où ils commettent leur crime. Collaborant avec le FBI, Franck est rattrapé par le mal : il reçoit des polaroïds montrant sa femme et sa fille dans leur vie quotidienne de la part d'un inconnu. Sentant sa famille menacée, il déménage et s'installe dans une maison jaune, rassurante, un havre de paix. Mais Franck est vite recontacté par un mystérieux groupe très intéressé par son don : le groupe Millennium. Débute alors une quête initiatique dans une ambiance de fin de millénaire annonciatrice de la fin du monde. Ce livre est à la fois un guide très complet sur Millennium et un trousseau de clés permettant de décrypter les thèmes cachés de la série. Bien plus qu'une oeuvre fantastique produite par Chris CARTER (XFiles), Millennium, à travers ses épisodes à lecture multiple, est une véritable réflexion sur le sens de la vie dans notre société moderne où s'opposent et se confondent le bien et le mal. Voir le sommaire sur photos jointes.

Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This volume collects recent works on weakly dependent, long-memory and multifractal processes and introduces new dependence measures for studying complex stochastic systems. Other topics include the statistical theory for bootstrap and permutation statistics for infinite variance processes, the dependence structure of max-stable processes, and the statistical properties of spectral estimators of the long memory parameter. The asymptotic behavior of Fejér graph integrals and their use for proving central limit theorems for tapered estimators are investigated. New multifractal processes are introduced and their multifractal properties analyzed. Wavelet-based methods are used to study multifractal processes with different multiresolution quantities, and to detect changes in the variance of random processes. Linear regression models with long-range dependent errors are studied, as is the issue of detecting changes in their parameters.

Taschenbuch. Condizione: Neu. Dependence in Probability and Statistics | Paul Doukhan (u. a.) | Taschenbuch | xv | Englisch | 2010 | Springer | EAN 9783642141034 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Condizione: New. In.

Gebundene Ausgabe. Condizione: Sehr gut. Gebraucht - Sehr gut sg - ungelesenes mängelexemplar, gestempelt, mit leichten lagerspuren - Long rangedependent, or long memory,time seriesarestationarytime series displaying a statistically signi cant dependence between very distant obs- vations. We formalize this dependence by assuming that the autocorrelation function of these stationary series decays very slowly, hyperbolically, as a function of the time lag. Many economic series display these empirical features: volatility of asset prices returns, future interest rates, etc. There is a huge statistical literature on long memory processes, some of this research is highly technical, so that it is cited, but often misused in the applied econometrics and empirical e- nomics literature. The rst purpose of this book is to present in a formal and pedagogical way some statistical methods for studying long range dependent processes. Furthermore, the occurrence of long memory in economic time series might be a statistical artefact as the hyperbolic decay of the sample autoc- relation function does not necessarily derive from long range dependent p- cesses. Indeed, the realizations of non-homogeneous processes, e.g., switching regime and change point processes, display the same empirical features. We thus also present in this book recent statistical methods able to discriminate between the long memory and change point alternatives. Going beyond the purely statistical analysis of economic series, it is of interest to determine which economic mechanisms are generating the strong dependence properties of economic series, whether they are genuine, or spu- ous. The regularities of the long memory and change point properties across economic time series, e.g., common degree of long range dependence and/or common change points, suggest the existence of a common economic cause.

Condizione: New. pp. 404.

Condizione: New. pp. xii + 390 1st Edition.

Condizione: New. In.

hardcover. Condizione: New. In shrink wrap. Looks like an interesting title!

Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Long rangedependent, or long memory,time seriesarestationarytime series displaying a statistically signi cant dependence between very distant obs- vations. We formalize this dependence by assuming that the autocorrelation function of these stationary series decays very slowly, hyperbolically, as a function of the time lag. Many economic series display these empirical features: volatility of asset prices returns, future interest rates, etc. There is a huge statistical literature on long memory processes, some of this research is highly technical, so that it is cited, but often misused in the applied econometrics and empirical e- nomics literature. The rst purpose of this book is to present in a formal and pedagogical way some statistical methods for studying long range dependent processes. Furthermore, the occurrence of long memory in economic time series might be a statistical artefact as the hyperbolic decay of the sample autoc- relation function does not necessarily derive from long range dependent p- cesses. Indeed, the realizations of non-homogeneous processes, e.g., switching regime and change point processes, display the same empirical features. We thus also present in this book recent statistical methods able to discriminate between the long memory and change point alternatives. Going beyond the purely statistical analysis of economic series, it is of interest to determine which economic mechanisms are generating the strong dependence properties of economic series, whether they are genuine, or spu- ous. The regularities of the long memory and change point properties across economic time series, e.g., common degree of long range dependence and/or common change points, suggest the existence of a common economic cause.

Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Long rangedependent, or long memory,time seriesarestationarytime series displaying a statistically signi cant dependence between very distant obs- vations. We formalize this dependence by assuming that the autocorrelation function of these stationary series decays very slowly, hyperbolically, as a function of the time lag. Many economic series display these empirical features: volatility of asset prices returns, future interest rates, etc. There is a huge statistical literature on long memory processes, some of this research is highly technical, so that it is cited, but often misused in the applied econometrics and empirical e- nomics literature. The rst purpose of this book is to present in a formal and pedagogical way some statistical methods for studying long range dependent processes. Furthermore, the occurrence of long memory in economic time series might be a statistical artefact as the hyperbolic decay of the sample autoc- relation function does not necessarily derive from long range dependent p- cesses. Indeed, the realizations of non-homogeneous processes, e.g., switching regime and change point processes, display the same empirical features. We thus also present in this book recent statistical methods able to discriminate between the long memory and change point alternatives. Going beyond the purely statistical analysis of economic series, it is of interest to determine which economic mechanisms are generating the strong dependence properties of economic series, whether they are genuine, or spu- ous. The regularities of the long memory and change point properties across economic time series, e.g., common degree of long range dependence and/or common change points, suggest the existence of a common economic cause.

Paperback. Condizione: Like New. Like New. book.

Hardcover. Condizione: Like New. Like New. book.

Condizione: Used.

Condizione: Used.

Condizione: Used.

Couverture souple. Condizione: bon. RO40124875: 2002. In-8. Broché. Etat d'usage, Couv. légèrement passée, Dos satisfaisant, Intérieur frais. 232 pages. Envoi manuscrit de l'auteur en page de titre. 1er plat légèrement taché. . . . Classification Dewey : 791.45-Télévision.

Condizione: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Paperback. Condizione: Brand New. 192 pages. 9.00x6.00x0.48 inches. This item is printed on demand.

Condizione: new. Questo è un articolo print on demand.

Leather Bound. Condizione: New. Language: French. Language: French. Presenting an Exquisite Leather-Bound Edition, expertly crafted with Original Natural Leather that gracefully adorns the spine and corners. The allure continues with Golden Leaf Printing that adds a touch of elegance, while Hand Embossing on the rounded spine lends an artistic flair. This masterpiece has been meticulously reprinted in 2024, utilizing the invaluable guidance of the original edition published many years ago in 1862. The contents of this book are presented in classic black and white. Its durability is ensured through a meticulous sewing binding technique, enhancing its longevity. Imprinted on top-tier quality paper. A team of professionals has expertly processed each page, delicately preserving its content without alteration. Due to the vintage nature of these books, every page has been manually restored for legibility. However, in certain instances, occasional blurriness, missing segments, or faint black spots might persist. We sincerely hope for your understanding of the challenges we faced with these books. Recognizing their significance for readers seeking insight into our historical treasure, we've diligently restored and reissued them. Our intention is to offer this valuable resource once again. We eagerly await your feedback, hoping that you'll find it appealing and will generously share your thoughts and recommendations. Lang: - French, Pages: - 256, Print on Demand. If it is a multi-volume set, then it is only a single volume. We are specialised in Customisation of books, if you wish to opt different color leather binding, you may contact us. This service is chargeable. Product Disclaimer: Kindly be informed that, owing to the inherent nature of leather as a natural material, minor discolorations or textural variations may be perceptible. Explore the FOLIO EDITION (12x19 Inches): Available Upon Request. 256 256.