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020 _a9780387699523
_99780387699523
024 7 _a10.1007/9780387699523
_2doi
035 _avtls000332050
039 9 _a201509030733
_bVLOAD
_c201404122016
_dVLOAD
_c201404091742
_dVLOAD
_y201402041019
_zstaff
040 _aMX-SnUAN
_bspa
_cMX-SnUAN
_erda
050 4 _aQA276-280
100 1 _aDedecker, Jérôme.
_eautor
_9304652
245 1 0 _aWeak Dependence: With Examples and Applications /
_cby Jérôme Dedecker, Paul Doukhan, Gabriel Lang, León R. José Rafael, Sana Louhichi, Clémentine Prieur.
264 1 _aNew York, NY :
_bSpringer New York,
_c2007.
300 _axiv, 318 páginas
_brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
490 0 _aLecture Notes in Statistics,
_x0930-0325 ;
_v190
500 _aSpringer eBooks
505 0 _aWeak dependence -- Models -- Tools for non causal cases -- Tools for causal cases -- Applications of strong laws of large numbers -- Central Limit theorem -- Donsker Principles -- Law of the iterated logarithm (LIL) -- The Empirical process -- Functional estimation -- Spectral estimation -- Econometric applications and resampling.
520 _aThis 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. The main existing tools for an asymptotic theory are developed under weak dependence. They apply the theory to nonparametric statistics, spectral analysis, econometrics, and resampling. The level of generality makes those techniques quite robust with respect to the model. The limit theorems are sometimes sharp and always simple to apply. The theory (with proofs) is developed and the authors propose to fix the notation for future applications. A large number of research papers deals with the present ideas; the authors as well as numerous other investigators participated actively in the development of this theory. Several applications are still needed to develop a method of analysis for (nonlinear) times series and they provide here a strong basis for such studies. Jérôme Dedecker (associate professor Paris 6), Gabriel Lang (professor at Ecole Polytechnique, ENGREF Paris), Sana Louhichi (Paris 11, associate professor at Paris 2), and Clémentine Prieur (associate professor at INSA, Toulouse) are main contributors for the development of weak dependence. José Rafael León (Polar price, correspondent of the Bernoulli society for Latino-America) is professor at University Central of Venezuela and Paul Doukhan is professor at ENSAE (SAMOS-CES Paris 1 and Cergy Pontoise) and associate editor of Stochastic Processes and their Applications. His Mixing: Properties and Examples (Springer, 1994) is a main reference for the concurrent notion of mixing.
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700 1 _aDoukhan, Paul.
_eautor
_9301071
700 1 _aLang, Gabriel.
_eautor
_9304653
700 1 _aJosé Rafael, León R.
_eautor
_9304654
700 1 _aLouhichi, Sana.
_eautor
_9304655
700 1 _aPrieur, Clémentine.
_eautor
_9304656
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9780387699516
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-0-387-69952-3
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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999 _c280017
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