Mendeley出力
＜図書＞
Weak dependence : with examples and applications
| 責任表示 | Jérôme Dedecker ... [et al.] |
|---|---|
| シリーズ | Lecture notes in statistics ; 190 |
| データ種別 | 図書 |
| 出版情報 | New York : Springer , c2007 |
| 本文言語 | 英語 |
| 大きさ | xiv, 318 p. ; 24 cm |
| 概要 | 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. 続きを見る |
| 電子版へのリンク | https://hdl.handle.net/2324/6977941 |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
|---|---|---|---|---|---|---|---|---|---|---|
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理系図3F 数理独自 | SER/LNS/190 | 2007 |
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023212007003305 |
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書誌詳細
| 一般注記 | Includes bibliographical references (p. 305-315) and index |
|---|---|
| 著者標目 | Dedecker, Jerome |
| 件 名 | LCSH:Dependence (Statistics) LCSH:Random variables LCSH:Stochastic processes |
| 分 類 | SG:510 |
| 書誌ID | 1001234632 |
| ISBN | 9780387699516 |
| NCID | BA82835379 |
| 巻冊次 | ISBN:9780387699516 |
| NBN | 07,N08,103 |
| 登録日 | 2009.09.18 |
| 更新日 | 2017.02.18 |