Skip to main content

Independence

  • Chapter
  • First Online:
Stochastic Models for Time Series

Part of the book series: Mathématiques et Applications ((MATHAPPLIC,volume 80))

  • 1965 Accesses

Abstract

The present chapter deals with the standard notion of stochastic independence. This is a crucial concept, since this monograph aims to understand how to weaken it, in order to define asymptotic independence. We discuss in detail the limits of this idea through various examples and counter-examples.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 79.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 99.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Paul Doukhan .

Rights and permissions

Reprints and permissions

Copyright information

© 2018 Springer International Publishing AG, part of Springer Nature

About this chapter

Check for updates. Verify currency and authenticity via CrossMark

Cite this chapter

Doukhan, P. (2018). Independence. In: Stochastic Models for Time Series. Mathématiques et Applications, vol 80. Springer, Cham. https://doi.org/10.1007/978-3-319-76938-7_1

Download citation

Publish with us

Policies and ethics