Science/Engineering Weak Dependence: With Examples and Applications (0387699511)

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Publisher: Springer

Language: English

ISBN: 0387699511

Paperback: 322 pages

Data: Jul 2007

Format: PDF

Description: This monograph is aimed at developing Doukhan/Louhichi& 8217;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. Buy Book at Lowest Price on Amazon

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