Lecture Notes in Statistics Weak Dependence: With Examples and Applications

Type

Book

Authors

Dedecker ( Dedecker, Jerome )

Doukhan ( Doukhan, Paul )

Lang ( Lang, Gabriel )

Leon R. ( Leon R., Jose Rafael )

Louhichi ( Louhichi, Sana )

Prieur ( Prieur, Clementine )

ISBN 10

0387699511

ISBN 13

9780387699516

Tags

Linear Programming, Probability & Statistics, Stochastic Modeling, Statistics

Series Name

Lecture Notes in Statistics

Description

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. - from Amzon

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