Asymptotic Theory of Weakly Dependent Random Processes

Nonfiction, Science & Nature, Mathematics, Mathematical Analysis, Statistics
Cover of the book Asymptotic Theory of Weakly Dependent Random Processes by Emmanuel Rio, Springer Berlin Heidelberg
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Author: Emmanuel Rio ISBN: 9783662543238
Publisher: Springer Berlin Heidelberg Publication: April 13, 2017
Imprint: Springer Language: English
Author: Emmanuel Rio
ISBN: 9783662543238
Publisher: Springer Berlin Heidelberg
Publication: April 13, 2017
Imprint: Springer
Language: English

Ces notes sont consacrées aux inégalités et aux théorèmes limites classiques pour les suites de variables aléatoires absolument régulières ou fortement mélangeantes au sens de Rosenblatt. Le but poursuivi est de donner des outils techniques pour l'étude des processus faiblement dépendants aux statisticiens ou aux probabilistes travaillant sur ces processus.

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Ces notes sont consacrées aux inégalités et aux théorèmes limites classiques pour les suites de variables aléatoires absolument régulières ou fortement mélangeantes au sens de Rosenblatt. Le but poursuivi est de donner des outils techniques pour l'étude des processus faiblement dépendants aux statisticiens ou aux probabilistes travaillant sur ces processus.

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