Code: 05247846

Weak Dependence: With Examples and Applications

Name: Weak Dependence: With Examples and Applications
Brand: Springer-Verlag New York Inc.
SKU: 05247846
Price: 130.89 EUR
Availability: InStock
Author: J. Dedecker
ISBN: 9780387699516

by J. Dedecker, Paul Doukhan, G. Lang, J.R. Leon, S. Louhichi, C. Prieur

Language: English
Binding: Paperback
Number of pages: 322
Publisher: Springer-Verlag New York Inc., 2007
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Book synopsis

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.§

Book details

Book category Books in English Mathematics & science Mathematics Probability & statistics

130.89 €

Full title: Weak Dependence: With Examples and Applications
Subtitle: With Examples and Applications
Author: J. Dedecker, Paul Doukhan, G. Lang, J.R. Leon, S. Louhichi, C. Prieur
Language: English
Binding: Paperback
Number of pages: 322
EAN: 9780387699516
ISBN: 0387699511
ID: 05247846
Publisher: Springer-Verlag New York Inc.
Weight: 516 g
Dimensions: 235 × 155 × 19 mm
Date of publishing: 18. July 2007