Faites connaître cet article à vos amis:
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
| Médias | Livres Paperback Book (Livre avec couverture souple et dos collé) |
| Validé | 18 juillet 2007 |
| ISBN13 | 9780387699516 |
| Éditeurs | Springer-Verlag New York Inc. |
| Pages | 322 |
| Dimensions | 155 × 235 × 17 mm · 476 g |
| Langue et grammaire | Anglais |