Asymptotic Theory of Weakly Dependent Random Processes

by Emmanuel Rio

Book Overview

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 inequalities under strong mixing or absolute regularity. These covariance inequalities are applied in Chapters 2, 3 and 4 to moment inequalities,...

• Format: Paperback
• Language: English
• ISBN: 3662571919
• ISBN13: 9783662571910
• Release Date: July 2018
• Publisher: Springer
• Length: 204 Pages
• Weight: 0.70 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"