Abstract
We propose an overview of the notions of dependence in this chapter, good references are Doukhan et al. (Theory and applications of long-range dependence. Birkhaüser, Boston, 2002b) for long-range dependence, and Doukhan (Mixing: properties and examples. Lecture notes in statistics. Springer, New York, 1994) and Dedecker et al. (Weak dependence: with examples and applications. Lecture notes in statistics. Springer, New York, 2007) for weak-dependence.
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Notes
- 1.
Special thanks are due to Jérôme Dedecker for the present proof.
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Doukhan, P. (2018). Dependence. In: Stochastic Models for Time Series. Mathématiques et Applications, vol 80. Springer, Cham. https://doi.org/10.1007/978-3-319-76938-7_9
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DOI: https://doi.org/10.1007/978-3-319-76938-7_9
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