Weak Dependence : Models and Applications.

We are aimed to develop a systematic introduction to a new weak dependence condition. We show that some popular models hold this property : stationary Markov models, bilinear models, and more generally, Bernoulli shifts.

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Year of publication:	2001
Authors:	Nze, P.A. ; Doukhan, P.
Subject:	ECONOMETRICS \| MODELS \| DISTRIBUTION

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Type of publication:	Book / Working Paper
Notes:	25 pages
Classification:	C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005641014