
Weak Dependence: With Examples and Applications
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Reviews / Votes
From the reviews:
"I appreciate this book as a very welcome and thorough discussion of the actual state-of-the art in the modeling of dependence structures. It provides a large number of motivating examples and applications, rigorous proofs, and valuable intuitions for the willing and mathematically well-trained reader with essential prior knowledge of the mathematical prerequisites of weak dependence . . It is . the book to those researchers already aware of the necessity of the methods discussed here." (Harry Haupt, Advances in Statistical Analysis , Vol. 93, 2009)
"This book . provides a detailed description of the notion of weak dependence as well as properties and applications. . Overall the book is neatly written . . the book is very rich in its material as it contains earlier works on dependence and . show a lot of applications of the theory. It also contains a large number of examples and expositions of the idea of weak dependence in models . which provide good insight." (Dimitris Karlis, Zentralblatt MATH, Vol. 1165, 2009)
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