Utilisation des notions de dépendance faible en statistique

Abstract : Times series are main topics in modern statistical mathematics. They are essential for applications where randomness plays an important role. Indeed, physical constraints entail that serious modelling cannot be done using independent sequences. This represents a real problem because properties are not always known in that case. In order to generalize the main statistics of the independent case, one needs to use weakly dependent notions.
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https://tel.archives-ouvertes.fr/tel-00160702
Contributor : Olivier Wintenberger <>
Submitted on : Thursday, August 30, 2007 - 12:03:15 PM
Last modification on : Sunday, January 19, 2020 - 6:38:29 PM
Long-term archiving on: Tuesday, September 21, 2010 - 1:19:38 PM

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Olivier Wintenberger. Utilisation des notions de dépendance faible en statistique. Mathématiques [math]. Université Panthéon-Sorbonne - Paris I, 2007. Français. ⟨tel-00160702v2⟩

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