Weak Dependence: With Examples and Applications
Download or Read eBook Weak Dependence: With Examples and Applications PDF written by Jérôme Dedecker and published by Springer Science & Business Media. This book was released on 2007-07-18 with total page 326 pages. Available in PDF, EPUB and Kindle.
| Author | : Jérôme Dedecker |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 326 |
| Release | : 2007-07-18 |
| ISBN-10 | : 9780387699516 |
| ISBN-13 | : 0387699511 |
| Rating | : 4/5 (16 Downloads) |
Book Synopsis Weak Dependence: With Examples and Applications by : Jérôme Dedecker
Book excerpt: 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.
