Approximation of a random process with variable smoothness

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Ressource 1Télécharger: BIB_28AEAC309A4E.P001.pdf (190.91 [Ko])
Etat: Public
Version: de l'auteur⸱e
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ID Serval
serval:BIB_28AEAC309A4E
Type
Partie de livre
Collection
Publications
Institution
Titre
Approximation of a random process with variable smoothness
Titre du livre
Festschrift in honor of Paul Deheuvels
Auteur⸱e⸱s
Hashorva  E., Lifshits  M., Seleznjev  O.
Editeur
Springer International Publishing
ISBN
978-3-319-12441-4
Statut éditorial
Publié
Date de publication
2015
Editeur⸱rice scientifique
Hallin  M., Mason  D., Pfeifer  D., Steinebach  J. G.
Pages
189-208
Langue
anglais
Résumé
This Festschrift in honour of Paul Deheuvels’ 65th birthday compiles recent research results in the area between mathematical statistics and probability theory with a special emphasis on limit theorems. The book brings together contributions from invited international experts to provide an up-to-date survey of the field.
Written in textbook style, this collection of original material addresses researchers, PhD and advanced Master students with a solid grasp of mathematical statistics and probability theory.
Mots-clé
locally stationary processes, multifractional Brownian motion, piecewise constant approximation
Création de la notice
28/02/2014 20:17
Dernière modification de la notice
20/08/2019 14:08
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