Approximation of a random process with variable smoothness

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Ressource 1Download: BIB_28AEAC309A4E.P001.pdf (190.91 [Ko])
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Serval ID
serval:BIB_28AEAC309A4E
Type
A part of a book
Collection
Publications
Institution
Title
Approximation of a random process with variable smoothness
Title of the book
Festschrift in honor of Paul Deheuvels
Author(s)
Hashorva  E., Lifshits  M., Seleznjev  O.
Publisher
Springer International Publishing
ISBN
978-3-319-12441-4
Publication state
Published
Issued date
2015
Editor
Hallin  M., Mason  D., Pfeifer  D., Steinebach  J. G.
Pages
189-208
Language
english
Abstract
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.
Keywords
locally stationary processes, multifractional Brownian motion, piecewise constant approximation
Create date
28/02/2014 20:17
Last modification date
20/08/2019 14:08
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