Coverart for item
The Resource Weak dependence : with examples and applications, Jérôme Dedecker [and others]

Weak dependence : with examples and applications, Jérôme Dedecker [and others]

Label
Weak dependence : with examples and applications
Title
Weak dependence
Title remainder
with examples and applications
Statement of responsibility
Jérôme Dedecker [and others]
Contributor
Subject
Language
eng
Summary
"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."--Jacket
Member of
Cataloging source
GW5XE
Dewey number
519.5/3
Illustrations
illustrations
Index
index present
LC call number
QA273.18
LC item number
.W43 2007eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
Dedecker, Jérôme
Series statement
Lecture notes in statistics
Series volume
190
http://library.link/vocab/subjectName
  • Dependence (Statistics)
  • Random variables
  • Stochastic processes
  • Dépendance (Statistique)
  • Variables aléatoires
  • Processus stochastiques
  • MATHEMATICS
  • Random variables
  • Stochastic processes
  • Dependence (Statistics)
  • Dependence (Statistics)
  • Random variables
  • Stochastic processes
  • Tijdreeksen
  • Stochastische processen
Label
Weak dependence : with examples and applications, Jérôme Dedecker [and others]
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 305-315) and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction -- Weak dependence -- Models -- Tools for non causal cases -- Tools for causal cases -- Applications of SLLN -- Central limit theorem -- Donsker principles -- Law of the iterated logarithm (LIL) -- The empirical process -- Functional estimation -- Spectral estimation -- Econometrics and resampling
Control code
191465311
Dimensions
unknown
Extent
1 online resource (xiv, 318 pages)
Form of item
online
Isbn
9781280957802
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-0-387-69952-3
Other physical details
illustrations.
http://library.link/vocab/ext/overdrive/overdriveId
978-0-387-69951-6
Specific material designation
remote
System control number
(OCoLC)191465311
Label
Weak dependence : with examples and applications, Jérôme Dedecker [and others]
Publication
Bibliography note
Includes bibliographical references (pages 305-315) and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction -- Weak dependence -- Models -- Tools for non causal cases -- Tools for causal cases -- Applications of SLLN -- Central limit theorem -- Donsker principles -- Law of the iterated logarithm (LIL) -- The empirical process -- Functional estimation -- Spectral estimation -- Econometrics and resampling
Control code
191465311
Dimensions
unknown
Extent
1 online resource (xiv, 318 pages)
Form of item
online
Isbn
9781280957802
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-0-387-69952-3
Other physical details
illustrations.
http://library.link/vocab/ext/overdrive/overdriveId
978-0-387-69951-6
Specific material designation
remote
System control number
(OCoLC)191465311

Library Locations

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      1020 Lowry Street, Columbia, MO, 65201, US
      38.944491 -92.326012
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