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Paul Doukhan (University Cergy-Pontoise) "Weak dependence"
by Egor Pifagorov - Tuesday, 16 September 2014, 02:47 PM
Во вторник 23 сентября в 17:00 в лаборатории Чебышева (ауд. 14, 14-я линия В.О. 29) состоится внеочередной коллоквиум:

Paul Doukhan (University Cergy-Pontoise)

"Weak dependence"

After a reflexion on features of dependence we make it explicit for examples of linear and associated models which motivated Doukhan and Louhichi 1999's seminal work on weak dependence. A careful study of weakly dependent models will then be provided and shows that most of the time series used fit such conditions.

A second part of the lecture will be devoted to 2 technical tools, a dependent Lindeberg lemma and combinatorial moment inequalities of the Rosenthal type. Both of them are useful for statistical topics.