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.
發表於2024-11-23
Weak Dependence 2024 pdf epub mobi 電子書 下載
圖書標籤: Probability
Weak Dependence 2024 pdf epub mobi 電子書 下載