Weak dependenceJérôme Dedecker
Weak dependence
Jérôme Dedecker · 2007
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About the book
"This monograph is aimed at developing Doukhan/Louhichi's (1999) idea to measure asymptotic independence of a random process. The authors propose various examples of models fitting such conditions such as stable Markov chains, dynamical systems or more complicated models, nonlinear, non-Markovian, and heteroskedastic models with infinite memory. Most of the commonly used stationary models fit their conditions. The simplicity of the conditions is also their strength."--BOOK JACKET.
Book details
- Year
- 2007
- Language
- English
- Series
- Lecture notes in statistics -- v.190
- Publisher
- Springer
- Editions
- 1
- Pages
- 318
- ISBN
- 9780387699516
Data source: Wikidata