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Weak Dependence: With Examples and Applications

With Examples and Applications

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Weak Dependence: With Examples and Applications J. Dedecker
Libristo kod: 05247846
Nakladnici Springer-Verlag New York Inc., srpanj 2007
This book develops Doukhan/Louhichi's 1999 idea to measure asymptotic independence of a random proce... Cijeli opis
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130.83 €
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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.§

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Informacije o knjizi

Puni naziv Weak Dependence: With Examples and Applications
Autor J. Dedecker, Paul Doukhan, G. Lang, J.R. Leon, S. Louhichi, C. Prieur
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2007
Broj stranica 322
EAN 9780387699516
ISBN 0387699511
Libristo kod 05247846
Nakladnici Springer-Verlag New York Inc.
Težina 516
Dimenzije 155 x 235 x 19

Kategorija

Mathematics & Science > Mathematics > Probability & statistics
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