A fundamental issue in statistical analysis is testing the fit of a particular probability model to a set of observed data. Monte Carlo approximation to the nul

Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate s

Monte Carlo approximation to the null distribution of the test provides a convenient means of testing model fit. This book proposes a Monte Carlo-based methodol

This account of recent works on weakly dependent, long memory and multifractal processes introduces new dependence measures for studying complex stochastic syst

This book covers the main tools used in statistical simulation from a programmer’s point of view, explaining the R implementation of each simulation technique