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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.
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.
Factor models have become the most successful tool in the analysis
and forecasting of high-dimensional time series. This monograph
provides an extensive account of the so-called General Dynamic
Factor Model methods. The topics covered include: asymptotic
representation problems, estimation, forecasting, identification of
the number of factors, identification of structural shocks,
volatility analysis, and applications to macroeconomic and
financial data.
Professor Puri is one of the most versatile and prolific
researchers in the world in mathematical statistics. His research
areas include nonparametric statistics, order statistics, limit
theory under mixing, time series, splines, tests of normality,
generalized inverses of matrices and related topics, stochastic
processes, statistics of directional data, random sets, and fuzzy
sets and fuzzy measures. His fundamental contributions in
developing new rank-based methods and precise evaluation of the
standard procedures, asymptotic expansions of distributions of rank
statistics, as well as large deviation results concerning them,
span such areas as analysis of variance, analysis of covariance,
multivariate analysis, and time series, to mention a few. His
in-depth analysis has resulted in pioneering research contributions
to prominent journals that have substantial impact on current
research.
These volumes are a concerted effort to make his research works
easily available to the research community. The sheer volume of the
research output by him and his collaborators, coupled with the
broad spectrum of the subject matters investigated, and the great
number of outlets where the papers were published, attach special
significance in making these works easily accessible.
The papers selected for inclusion in this work have been classified
into three volumes each consisting of several parts. All three
volumes carry a final part consisting of the contents of the other
two, as well as the complete list of Professor Puri's publications.
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