Weak Dependence: With Examples and Applications (Lecture Notes in Statistics)

by JérômeDedecker (Author), PaulDoukhan (Author), Gabriel Lang (Author), JoséRafaelLeon (Author), SanaLouhichi (Author), Clémentine Prieur (Author)

• New

  Paperback
  2007

  $115.28

  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.