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...
Guardat en:
| Autors principals: | , , , , , |
|---|---|
| Format: | Livre numérique |
| Idioma: | Anglais |
| Publicat: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Edició: | 1st ed. 2007. |
| Col·lecció: | Lecture Notes in Statistics
190 |
| Matèries: | |
| Accés en línia: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
L'impression du document génère 323 p. Contributeurs : León R. José Rafael, Sana Louhichi, Clémentine Prieur (auteurs) Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Weak dependence, with examples and applications, Jérôme Dedecker, Paul Doukhan, Gabriel Lang ... [et al.], 2007, New York, Springer, 1 vol. (XIV-318 p.), Lecture notes in statistics, 978-0-387-69951-6 • Weak Dependence: With Examples and Applications, Texte imprimé, 9780387517896 • Weak dependence, with examples and applications, Jérôme Dedecker, Paul Doukhan, Gabriel Lang ... [et al.], 2007, New York, Springer, 1 vol. (XIV-318 p.), Lecture notes in statistics, 978-0-387-69951-6 |
Taula de continguts:
- 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