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Weak Dependence: With Examples and Applications - Lecture Notes in Statistics 2007 edition
Jerome Dedecker
Weak Dependence: With Examples and Applications - Lecture Notes in Statistics 2007 edition
Jerome Dedecker
This book develops Doukhan/Louhichi's 1999 idea to measure asymptotic independence of a random process. The authors, who helped develop this theory, propose examples of models fitting such conditions: stable Markov chains, dynamical systems or more complicated models, nonlinear, non-Markovian, and heteroskedastic models with infinite memory.
322 pages, biography
Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
Lançado | 18 de julho de 2007 |
ISBN13 | 9780387699516 |
Editoras | Springer-Verlag New York Inc. |
Páginas | 322 |
Dimensões | 155 × 235 × 17 mm · 476 g |
Idioma | English |
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