9780387699516-0387699511-Weak Dependence: With Examples and Applications (Lecture Notes in Statistics, 190)

Weak Dependence: With Examples and Applications (Lecture Notes in Statistics, 190)

ISBN-13: 9780387699516
ISBN-10: 0387699511
Edition: 2007
Author: Paul Doukhan, Jérome Dedecker, Gabriel Lang, José Rafael Leon, Sana Louhichi, Clémentine Prieur
Publication date: 2007
Publisher: Springer
Format: Paperback 336 pages
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Book details

ISBN-13: 9780387699516
ISBN-10: 0387699511
Edition: 2007
Author: Paul Doukhan, Jérome Dedecker, Gabriel Lang, José Rafael Leon, Sana Louhichi, Clémentine Prieur
Publication date: 2007
Publisher: Springer
Format: Paperback 336 pages

Summary

Weak Dependence: With Examples and Applications (Lecture Notes in Statistics, 190) (ISBN-13: 9780387699516 and ISBN-10: 0387699511), written by authors Paul Doukhan, Jérome Dedecker, Gabriel Lang, José Rafael Leon, Sana Louhichi, Clémentine Prieur, was published by Springer in 2007. With an overall rating of 4.2 stars, it's a notable title among other Applied (Mathematics) books. You can easily purchase or rent Weak Dependence: With Examples and Applications (Lecture Notes in Statistics, 190) (Paperback) from BooksRun, along with many other new and used Applied books and textbooks. And, if you're looking to sell your copy, our current buyback offer is $0.3.

Description

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.

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