Weak Dependence: With Examples and Applications
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. The main existing tools for an asymptotic theory are developed under weak dependence. They apply the theory to nonparametric statistics, spectral analysis, econometrics, and resamp…
Mehr
CHF 150.00
Preise inkl. MwSt. und Versandkosten (Portofrei ab CHF 40.00)
V103:
Folgt in ca. 5 Arbeitstagen
Produktdetails
Weitere Autoren: Doukhan, Paul / Lang, Gabriel / Leon, José Rafael / Louhichi, Sana / Prieur, Clémentine
- ISBN: 978-0-387-69951-6
- EAN: 9780387699516
- Produktnummer: 2781372
- Verlag: Springer New York
- Sprache: Englisch
- Erscheinungsjahr: 2007
- Seitenangabe: 336 S.
- Masse: H23.5 cm x B15.5 cm x D1.8 cm 511 g
- Auflage: 2007
- Abbildungen: Paperback
- Gewicht: 511
Bewertungen
Anmelden