Weak Dependence: With Examples and Applications

• 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: 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...

Table of Contents:

• 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.