Weak dependence

"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.

שנה

2007

שפה

English

סדרה

Lecture notes in statistics -- v.190

הוצאה

Springer

מהדורות

1

עמודים

318

ISBN

9780387699516

מקור הנתונים: Wikidata