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Dependence in Probability and Statistics

A Survey of Recent Results

  • Ernst Eberlein
  • Murad S. Taqqu

Part of the Progress in Probability and Statistics book series (PRPR, volume 11)

Table of contents

  1. Front Matter
    Pages i-xi
  2. Long-Range Dependence

  3. Mixing Conditions

  4. Martingale Dependence Structures

    1. Front Matter
      Pages 301-301
    2. Peter Gaenssler, Erich Haeusler
      Pages 303-334
    3. Ernst Eberlein
      Pages 335-345
  5. Other Dependence Structures

    1. Front Matter
      Pages 347-347
    2. André Robert Dabrowski
      Pages 349-360
    3. Robert M. Burton, Ed Waymire
      Pages 383-395
  6. Moving Averages in Stable Random Variables

    1. Front Matter
      Pages 397-397
    2. Florin Avram, Murad S. Taqqu
      Pages 399-415
    3. Richard Davis, Sidney Resnick
      Pages 417-426
  7. Extreme Values

  8. Back Matter
    Pages 475-475

About this book

Keywords

Statistik Wahrscheinlichkeit

Editors and affiliations

  • Ernst Eberlein
    • 1
  • Murad S. Taqqu
    • 2
  1. 1.Institut für Mathematische StochastikUniversität FreiburgFreiburg i. Br.Federal Republic of Germany
  2. 2.Department of MathematicsBoston UniversityBostonUSA

Bibliographic information

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