Empirical Process Techniques for Dependent Data [Paperback]

Empirical process techniques for independent data have been usedfor many years in statistics and probability theory. These techniqueshave proved very useful for studying asymptotic properties ofparametric as well as non-parametric statistical procedures. Recently,the need to model the dependence structure in data sets from manydifferent subject areas such as finance, insurance, andtelecommunications has led to new developments concerning theempirical distribution function and the empirical process fordependent, mostly stationary sequences. This work gives anintroduction to this new theory of empirical process techniques, whichhas so far been scattered in the statistical and probabilisticliterature, and surveys the most recent developments in variousrelated fields.Key features: A thorough and comprehensive introduction to theexisting theory of empirical process techniques for dependent data *Accessible surveys by leading experts of the most recent developmentsin various related fields * Examines empirical process techniques fordependent data, useful for studying parametric and non-parametricstatistical procedures * Comprehensive bibliographies * An overview ofapplications in various fields related to empirical processes: e.g.,spectral analysis of time-series, the bootstrap for stationarysequences, extreme value theory, and the empirical process for mixingdependent observations, including the case of strong dependence.To date this book is the only comprehensive treatment of the topicin book literature. It is an ideal introductory text that will serveas a reference or resource for classroom use in the areas ofstatistics, time-series analysis, extreme value theory, point processtheory, and applied probability theory. Contributors: P. AngoNze, M.A. Arcones, I. Berkes, R. Dahlhaus, J. Dedecker, H.G. Dehling,This book contains accessible surveys by several leading experts in the field. The first part is a thorough and comprehensive introduction to the existing theol“2