MARC details
| 000 -LEADER |
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03982nam a22004695i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
978-0-387-69952-3 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20250710084010.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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100301s2007 xxu| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780387699523 |
| -- |
99780387699523 |
| 024 7# - OTHER STANDARD IDENTIFIER |
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| Standard number or code |
10.1007/978-0-387-69952-3 |
| Source of number or code |
doi |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
519.5 |
| Edition information |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Dedecker, Jérôme. |
| Relator term |
author. |
| 245 10 - TITLE STATEMENT |
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| Title |
Weak Dependence: With Examples and Applications |
| Medium |
[recurso electrónico] / |
| Statement of responsibility, etc. |
by Jérôme Dedecker, Paul Doukhan, Gabriel Lang, León R. José Rafael, Sana Louhichi, Clémentine Prieur. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
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| Place of production, publication, distribution, manufacture |
New York, NY : |
| Name of producer, publisher, distributor, manufacturer |
Springer New York, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2007. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
XIV, 318 p. |
| Other physical details |
online resource. |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
recurso en línea |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
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| File type |
text file |
| Encoding format |
PDF |
| Source |
rda |
| 490 1# - SERIES STATEMENT |
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| Series statement |
Lecture Notes in Statistics, |
| International Standard Serial Number |
0930-0325 ; |
| Volume/sequential designation |
190 |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Weak 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 ## - SUMMARY, ETC. |
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| Summary, etc. |
This 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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
STATISTICS. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
MATHEMATICAL STATISTICS. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
STATISTICS. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
STATISTICAL THEORY AND METHODS. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Doukhan, Paul. |
| Relator term |
author. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Lang, Gabriel. |
| Relator term |
author. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
José Rafael, León R. |
| Relator term |
author. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Louhichi, Sana. |
| Relator term |
author. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Prieur, Clémentine. |
| Relator term |
author. |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
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| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY |
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| Title |
Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
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| Relationship information |
Printed edition: |
| International Standard Book Number |
9780387699516 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Lecture Notes in Statistics, |
| International Standard Serial Number |
0930-0325 ; |
| Volume/sequential designation |
190 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
<a href="http://dx.doi.org/10.1007/978-0-387-69952-3">http://dx.doi.org/10.1007/978-0-387-69952-3</a> |
| Public note |
Ver el texto completo en las instalaciones del CICY |
| 912 ## - |
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| -- |
ZDB-2-SMA |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Libros electrónicos |
