Weak Dependence

ISBN: 9780387699516

出版社: Springer Verlag

出版年: 2007-7

页数: 336

定价: $ 134.47

装帧: Pap

内容简介

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.