Authors:
- Make it simple to read and thus the mathematical level needed is as low as possible
- Aimed to fix the notions in the area in development
- May be considered as an introduction to weak dependence
- Propose models and tools for practitioners hence the sections devoted to examples are really extensive
- Some of the already developed applications are also quoted for completeness
- Includes supplementary material: sn.pub/extras
Part of the book series: Lecture Notes in Statistics (LNS, volume 190)
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Table of contents (13 chapters)
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Front Matter
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Back Matter
About this book
Reviews
From the reviews:
"I appreciate this book as a very welcome and thorough discussion of the actual state-of-the art in the modeling of dependence structures. It provides a large number of motivating examples and applications, rigorous proofs, and valuable intuitions for the willing and mathematically well-trained reader with essential prior knowledge of the mathematical prerequisites of weak dependence … . It is … the book to those researchers already aware of the necessity of the methods discussed here." (Harry Haupt, Advances in Statistical Analysis, Vol. 93, 2009)
"This book … provides a detailed description of the notion of weak dependence as well as properties and applications. … Overall the book is neatly written … . the book is very rich in its material as it contains earlier works on dependence and … show a lot of applications of the theory. It also contains a large number of examples and expositions of the idea of weak dependence in models … which provide good insight." (Dimitris Karlis, Zentralblatt MATH, Vol. 1165, 2009)
Authors and Affiliations
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Laboratoire de Statistique, Théorique et Appliquée, Université Paris 6, 75013 Paris, France
Jérôme Dedecker
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ENSAE, Laboratoire de Statistique du CREST (Paris Tech), France
Paul Doukhan
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SAMOS-MATISSE (Statistique Appliquée et Modélisation Stochastique), Centre d’Economie de la Sorbonne Université Paris 1-Panthéon-Sorbonne CNRS, France
Paul Doukhan
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Equipe MORSE UMR MIA518 INRA, F-75005 Paris, France
Gabriel Lang
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Escuela de Matematica, Universidad Central de Venezuela, Caracas 1041-A, Venezuela
León R. José Rafael
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Laboratoire de Mathématiques, Université Paris-Sud–Bât 425, France
Sana Louhichi
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Génie Mathématique et Modélisation, Laboratoire de Statistique et Probabilités, INSA Toulouse, France
Clémentine Prieur
Bibliographic Information
Book Title: Weak Dependence: With Examples and Applications
Authors: Jérôme Dedecker, Paul Doukhan, Gabriel Lang, León R. José Rafael, Sana Louhichi, Clémentine Prieur
Series Title: Lecture Notes in Statistics
DOI: https://doi.org/10.1007/978-0-387-69952-3
Publisher: Springer New York, NY
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag New York 2007
Softcover ISBN: 978-0-387-69951-6Published: 18 July 2007
eBook ISBN: 978-0-387-69952-3Published: 29 July 2007
Series ISSN: 0930-0325
Series E-ISSN: 2197-7186
Edition Number: 1
Number of Pages: XIV, 322
Topics: Statistical Theory and Methods
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