Contributions

  • Dedecker, Jérôme. - Contributor

Publication

2007 - Springer, New York, New York (State)

Language

English

Word Count

79,500 words, Guess

Page Count

318 pages

Identifiers

and 7 more
  • ISBN-10038769952X
  • Goodreads2354448
  • LibraryThing4561647
  • Library of Congress Control Number2007929938
  • OCLC Control Number144228485
  • Better World Books9780387699523
  • Open LibraryOL18500537M

Classifications

  • DDC519.5/3
  • LCCQA273.18 .W43 2007
  • LCCQA276-280

Description

"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-Markovian, and heteroskedastic models with infinite memory. Most of the commonly used stationary models fit their conditions. The simplicity of the conditions is also their strength."--BOOK JACKET.

Subjects

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