This book is devoted to a number of stochastic models that display scale invariance. It primarily focuses on three issues: probabilistic properties, statistical estimation and simulation of the processes considered.
It will be of interest to probability specialists, who will find here an uncomplicated presentation of statistics tools and to those statisticians who wants to tackle the most recent theories in probability in order to develop Central Limit Theorems in this context; both groups will also benefit from the section on simulation. Algorithms are described in great detail,...
This book is devoted to a number of stochastic models that display scale invariance. It primarily focuses on three issues: probabilistic properties...
This book focuses on general frameworks for modeling heavy-tailed distributions in economics, finance, econometrics, statistics, risk management and insurance. A central theme is that of (non-)robustness, i.e., the fact that the presence of heavy tails can either reinforce or reverse the implications of a number of models in these fields, depending on the degree of heavy-tailed ness. These results motivate the development and applications of robust inference approaches under heavy tails, heterogeneity and dependence in observations. Several recently developed robust inference approaches...
This book focuses on general frameworks for modeling heavy-tailed distributions in economics, finance, econometrics, statistics, risk management an...
The chapters in this volume stress the need for advances in theoretical understanding to go hand-in-hand with the widespread practical application of forecasting in industry. Forecasting and time series prediction have enjoyed considerable attention over the last few decades, fostered by impressive advances in observational capabilities and measurement procedures. On June 5-7, 2013, an international Workshop on Industry Practices for Forecasting was held in Paris, France, organized and supported by the OSIRIS Department of Electricite de France Research and Development Division. In keeping...
The chapters in this volume stress the need for advances in theoretical understanding to go hand-in-hand with the widespread practical application of ...
Presenting research reported at SORR2011 in Xiamen, China in 2011, this book offers 19 contributions on the theory of stochastic orders, stochastic comparison of order statistics, stochastic orders in reliability and risk analysis and applications.
Presenting research reported at SORR2011 in Xiamen, China in 2011, this book offers 19 contributions on the theory of stochastic orders, stochastic co...
This proceedings volume contains eight selected papers thatwere presented in the International Symposium in Statistics (ISS) 2015 OnAdvances in Parametric and Semi-parametric Analysis of Multivariate, TimeSeries, Spatial-temporal, and Familial-longitudinal Data, held in St. John's,Canada from July 6 to 8, 2015.
This proceedings volume contains eight selected papers thatwere presented in the International Symposium in Statistics (ISS) 2015 OnAdvances in Parame...
This volume gathers papers originally presented at the 3rd Workshop on Branching Processes and their Applications (WBPA15), which was held from 7 to 10 April 2015 in Badajoz, Spain (http: //branching.unex.es/wbpa15/index.htm). The papers address a broad range of theoretical and practical aspects of branching process theory. Further, they amply demonstrate that the theoretical research in this area remains vital and topical, as well as the relevance of branching concepts in the development of theoretical approaches to solving new problems in applied fields such as Epidemiology,...
This volume gathers papers originally presented at the 3rd Workshop on Branching Processes and their Applications (WBPA15), which was he...
This book expands on the classical statistical multivariate analysis theory by focusing on bilinear regression models, a class of models comprising the classical growth curve model and its extensions.
This book expands on the classical statistical multivariate analysis theory by focusing on bilinear regression models, a class of models comprising th...
