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Dependence

  • Paul Doukhan
Chapter
Part of the Mathématiques et Applications book series (MATHAPPLIC, volume 80)

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.

Copyright information

© Springer International Publishing AG, part of Springer Nature 2018

Authors and Affiliations

  1. 1.Laboratory of MathematicsUniversity Cergy-PontoiseCergy-PontoiseFrance

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