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Weak Dependence: With Examples and Applications (Paperback, 2007 ed.): Jerome Dedecker, Paul Doukhan, Gabriel Lang, Jose Rafael... Weak Dependence: With Examples and Applications (Paperback, 2007 ed.)
Jerome Dedecker, Paul Doukhan, Gabriel Lang, Jose Rafael Leon, Sana Louhichi, …
R3,547 Discovery Miles 35 470
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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.

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