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 Details

• Series: Lecture Notes in Statistics (Book 190)
  
• Paperback: 322 pages
• Publisher: Springer; 2007 edition (July 18, 2007)
• Language: English
• ISBN-10: 0387699511
• ISBN-13: 978-0387699516
• Product Dimensions: 6.1 x 0.8 x 9.2 inches
• Shipping Weight: 1 pounds (View shipping rates and policies)