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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , , , , , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York, NY :
Springer New York : Imprint: Springer,
2007.
|
| Edición: | 1st ed. 2007. |
| Colección: | Lecture Notes in Statistics,
190 |
| Temas: | |
| Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- 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.