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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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Dedecker, Jérome (Author), Doukhan, Paul (Author), Lang, Gabriel (Author), Leon, José Rafael (Author), Louhichi, Sana (Author), Prieur, Clémentine (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: New York, NY : Springer New York : Imprint: Springer, 2007.
Edition:1st ed. 2007.
Series:Lecture Notes in Statistics, 190
Subjects:
Statistics .
Statistical Theory and Methods.
Online Access:Texto Completo
Table of Contents:
  • 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.

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