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...
| Main Authors: | , , , , , |
|---|---|
| Corporate Author: | |
| 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 |
