Tags
Language
Tags
<<
December 2024
Su Mo Tu We Th Fr Sa
1 2 3 4 5 6 7
8 9 10 11 12 13 14
15 16 17 18 19 20 21
22 23 24 25 26 27 28
29 30 31 1 2 3 4
  1. Home
  2. eBooks & eLearning
  3. Weak Dependence: With Examples and Applications (Repost)

Weak Dependence: With Examples and Applications (Repost)

Posted By: step778
Date: 6 Dec 2018 06:17:37
Weak Dependence: With Examples and Applications (Repost)

Jérome Dedecker, Paul Doukhan, Gabriel Lang, "Weak Dependence: With Examples and Applications"
2007 | pages: 323 | ISBN: 0387699511 | PDF | 2,2 mb

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.

My Link
UPWARDS