Weak Dependence: With Examples and Applications

• Κύριοι συγγραφείς: Dedecker, Jérôme (Συγγραφέας), Doukhan, Paul (Συγγραφέας), Lang, Gabriel (Συγγραφέας), José Rafael, León R. (Συγγραφέας), Louhichi, Sana (Συγγραφέας), Prieur, Clémentine (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York, 2007.
• Σειρά: Lecture Notes in Statistics, 190
• Θέματα: Statistics.; Statistical Theory and Methods.

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...

Πίνακας περιεχομένων:

• Weak dependence
• Models
• Tools for non causal cases
• Tools for causal cases
• Applications of strong laws of large numbers
• Central Limit theorem
• Donsker Principles
• Law of the iterated logarithm (LIL)
• The Empirical process
• Functional estimation
• Spectral estimation
• Econometric applications and resampling.