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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...

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Detalles Bibliográficos
Autores principales: Dedecker, Jérôme, Doukhan, Paul, Lang, Gabriel
Lenguaje:eng
Publicado: Springer 2007
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-0-387-69952-3
http://cds.cern.ch/record/1338284