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Weak Dependence
Dedecker, J.; Doukhan, Paul; Lang, G.; Leon, J.R.; Louhichi, S.; Prieur, C.
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Description for Weak Dependence
Paperback. Develops Doukhan/Louhichi's 1999 idea to measure asymptotic independence of a random process. Series: Lecture Notes in Statistics. Num Pages: 336 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 234 x 156 x 17. Weight in Grams: 473.
Time series and random ?elds are main topics in modern statistical techniques. They are essential for applications where randomness plays an important role. Indeed, physical constraints mean that serious modelling cannot be done - ing only independent sequences. This is a real problem because asymptotic properties are not always known in this case. Thepresentworkisdevotedtoprovidingaframeworkforthecommonlyused time series. In order to validate the main statistics, one needs rigorous limit theorems. In the ?eld of probability theory, asymptotic behavior of sums may or may not be analogous to those of independent sequences. We are involved with this ?rst case in this book. Very ... Read more
Time series and random ?elds are main topics in modern statistical techniques. They are essential for applications where randomness plays an important role. Indeed, physical constraints mean that serious modelling cannot be done - ing only independent sequences. This is a real problem because asymptotic properties are not always known in this case. Thepresentworkisdevotedtoprovidingaframeworkforthecommonlyused time series. In order to validate the main statistics, one needs rigorous limit theorems. In the ?eld of probability theory, asymptotic behavior of sums may or may not be analogous to those of independent sequences. We are involved with this ?rst case in this book. Very ... Read more
Product Details
Format
Paperback
Publication date
2007
Publisher
Springer-Verlag New York Inc. United States
Number of pages
336
Condition
New
Series
Lecture Notes in Statistics
Number of Pages
322
Place of Publication
New York, NY, United States
ISBN
9780387699516
SKU
V9780387699516
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Weak Dependence
From the reviews: "I appreciate this book as a very welcome and thorough discussion of the actual state-of-the art in the modeling of dependence structures. It provides a large number of motivating examples and applications, rigorous proofs, and valuable intuitions for the willing and mathematically well-trained reader with essential prior knowledge of the mathematical prerequisites ... Read more