Jérome Dedecker,
Paul Doukhan,
Gabriel Lang,
José Rafael Leon,
Sana Louhichi,
Clémentine Prieur
e.a.
Weak Dependence: With Examples and Applications
Paperback Engels 2007 2007e druk 9780387699516Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
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.
Specificaties
ISBN13:9780387699516
Taal:Engels
Bindwijze:paperback
Aantal pagina's:322
Uitgever:Springer New York
Druk:2007
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Inhoudsopgave
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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