Weak Dependence: With Examples and Applications

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Synopsis

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. Applications are still needed to develop a method of analysis for nonlinear times series, and this book provides a strong basis for additional studies.

Book details

Edition:
2007
Series:
Lecture Notes in Statistics (Book 190)
Author:
Jérome Dedecker, Paul Doukhan, Gabriel Lang, José Rafael Leon, Sana Louhichi, Clémentine Prieur
ISBN:
9780387699523
Related ISBNs:
9780387699516
Publisher:
Springer New York
Pages:
N/A
Reading age:
Not specified
Includes images:
No
Date of addition:
2021-02-09
Usage restrictions:
Copyright
Copyright date:
2007
Copyright by:
N/A 
Adult content:
No
Language:
English
Categories:
Mathematics and Statistics, Nonfiction