Asymptotic Theory of Weakly Dependent Random Processes

Presenting tools to aid understanding of asymptotic theory and weakly dependent processes, this book is devoted to inequalities and limit theorems for sequences of random variables that are strongly mixing in the sense of Rosenblatt, or absolutely regular. The first chapter introduces covariance ine...

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Main Author: Rio, Emmanuel. (Author, http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2017.
Edition:1st ed. 2017.
Series:Probability Theory and Stochastic Modelling, 80
Subjects:
Online Access:https://doi.org/10.1007/978-3-662-54323-8