Weak Dependence: An Introduction Through Asymmetric ARCH Models

Author:

Doukhan P.,Mtibaa N.

Publisher

Springer International Publishing

Reference10 articles.

1. Dedecker, J., & Doukhan, P. (2003). A new covariance inequality and applications. Stochastic Processes and their Applications, 106, 63–80.

2. Dedecker, J., Doukhan, P., Lang, G., León, J. R., Louhichi, S., & Prieur, C. (2007). Weak dependence: With examples and applications. Lecture Notes in Statistics (Vol. 190). New York: Springer.

3. Dedecker, J., & Prieur, C. (2004). Coupling for $$\tau $$ -dependent sequences and applications. Journal of Theoretical Probability, 17, 861–885.

4. Doukhan, P. (1994). Mixing: properties and examples. Lecture Notes in Statistics. Springer.

5. Doukhan, P. (2016). Stochastic models for time series. Mathématiques et Application: Springer.

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