LIBROS DEL AUTOR: jrme dedecker

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  • Weak Dependence
    Gabriel Lang / Jrme Dedecker / Paul Doukhan
    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. Applicati...
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    170,59 €