Weak Dependence: With Examples and Applications
106,99 €
inkl. 7% MwSt. und
ggf. zzgl. Versand
<P>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.</P>
![Weak Dependence: With Examples and Applications Weak Dependence: With Examples and Applications](https://cos.richshop.de/servlet/images/9780387699523.jpg?w=300)
- Autor: Paul Doukhan / Sana Louhichi / Clémentine Prieur / Jérome Dedecker / Gabriel Lang / José Rafael Leon
- Seitenzahl: 322
- Format: PDF
- DRM: social-drm (ohne Kopierschutz)
- Erscheinungsdatum: 29.07.2007
- Herausgeber: SPRINGER