Title: Weak dependence
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.
Subjects: Stochastic processes, Dependence (Statistics), Random variables, Statistics, Mathematical statistics, Statistical Theory and Methods, Variables (mathematics)