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Weak Dependence: With Examples and Applications

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Cover of 'Weak Dependence: With Examples and Applications'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Weak dependence
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    Chapter 3 Models
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    Chapter 4 Tools for non causal cases
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    Chapter 5 Tools for causal cases
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    Chapter 6 Applications of strong laws of large numbers
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    Chapter 7 Central Limit theorem
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    Chapter 8 Donsker Principles
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    Chapter 9 Law of the iterated logarithm (LIL)
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    Chapter 10 The Empirical process
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    Chapter 11 Functional estimation
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    Chapter 12 Spectral estimation
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    Chapter 13 Econometric applications and resampling
Attention for Chapter 8: Donsker Principles
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