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-Markovia...
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Bibliographic Details
| Main Authors: |
Dedecker, Jérôme
(Author),
Doukhan, Paul
(Author),
Lang, Gabriel
(Author),
José Rafael, León R.
(Author),
Louhichi, Sana
(Author),
Prieur, Clémentine
(Author) |
| Corporate Author: |
SpringerLink (Online service) |
| Format: | Electronic
eBook
|
| Language: | English |
| Published: |
New York, NY :
Springer New York,
2007.
|
| Series: | Lecture Notes in Statistics,
190
|
| Subjects: | |
| Online Access: | Full Text via HEAL-Link
|