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Elements De Statistique Asymptotique
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Elements De Statistique Asymptotique (Paperback)

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Cet ouvrage pr sente un cours de Statistique Asymptotique (avec compl ments de cours et exercices). Il a t enseign au DEA de Paris 7 de Statistique et Mod les Math matiques en Economie et en Finance. Le but est de pr senter avec un maximum d'exemples (variables ind pendantes, d pendantes, diffusions, processus, ...) les divers points de vue utilis s en Statistique Asymptotique, leurs coh rences et leurs diff rences. Ainsi se c toient les th ories d'Hajek, Le Cam, Bahadur, Ibragimov, Has'minskii, Efron, Amari, ... Le but de ce livre est de donner une vue assez large en Statistique Asymptotique et de faciliter l'acc s des ouvrages plus difficiles d veloppant chacun l'une de ces diff rentes th ories de fa on plus approfondie. Le dernier chapitre du livre met en application sur un exemple particulier (celui des ruptures de mod les) les th ories pr sent es au cours des chapitres pr c dents et met en vidence la diff rence des r sultats qu'elles apportent.

Science & MathematicsMathematicsProbability & statistics Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Publication Date: 07/07/1993 ISBN-13: 9783540567479  Details: Type: Paperback Format: Books
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