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Springer Weak Dependence: With Examples and Applications: 190 (Lecture Notes in Statistics, 190)

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£99.99 £91.51 £93.36 £95.21 £97.06 £98.91 £100.76 22 February 2026 09 March 2026 25 March 2026 09 April 2026 25 April 2026

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Description

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.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
18 July 2007
Listed Since
05 February 2007

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