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Weak Dependence: With Examples and Applications - Lecture Notes in Statistics Jerome Dedecker 2007 edition
Weak Dependence: With Examples and Applications - Lecture Notes in Statistics
Jerome Dedecker
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.
322 pages, biography
| 介质类型 | 图书 Paperback Book (平装胶订图书) |
| 已发行 | 2007年7月18日 |
| ISBN13 | 9780387699516 |
| 出版商 | Springer-Verlag New York Inc. |
| 页数 | 322 |
| 商品尺寸 | 155 × 235 × 17 mm · 476 g |
| 语言 | 英语 |