Weak dependence
Subtitle: with examples and applications
By: Jérôme Dedecker ... [et al.].
Contributors: Dedecker, Jérôme.
Series: Lecture notes in statistics -- v.190
Publisher: Springer
Published: 2007
Place of publication: New York
Language: eng
Number of pages: 318
ISBN-13: 9780387699516; 9780387699523
Subjects: Dependence (Statistics); Random variables; Stochastic processes
Description: "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.
Notes: Includes bibliographical references (p. 305-315) and index.