Weak Dependence
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Introduction.- Weak dependence.- Models.- Tools for non causal cases.- Tools for causal cases.Applications of SLLN.- Central limit theorem.- Donsker principles.- Law of the iterated logarithm (LIL).The empirical process.- Functional estimation.- Spectral estimation.- Econometrics and resampling. EAN/ISBN : 9780387699523 Publisher(s): Springer, Berlin, Springer, New York Discussed keywords: Statistik Format: ePub/PDF Author(s): Dedecker, Jerome - Doukhan, Paul - Lang, Gabriel
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