Paul Doukhan is a Professor at the University of Cergy-Pontoise, Paris. He is an established researcher in the area of non-linear time series. Chiefly focusing on the dependence of stochastic processes, he has published a large number of methodological research papers and authored several books in this research area.

Select Guide Rating

• Part I Independence and Stationarity.- 1 Probability and Independence.- 2 Gaussian convergence and inequalities.- 3 Estimation concepts.- 4 Stationarity.- Part II Models of time series.- 5 Gaussian chaos.- 6 Linear processes.- 7 Non-linear processes.- 8 Associated processes.- Part III Dependence.- 9 Dependence.- 10 Long-range dependence.- 11 Short-range dependence.- 12 Moments and cumulants.- Appendices.- A Probability and distributions.- B Convergence and processes.- C R scripts used for the gures.- Index- List of figures.

Paul Doukhan is a Professor at the University of Cergy-Pontoise, Paris. He is an established researcher in the area of non-linear time series. Chiefly focusing on the dependence of stochastic processes, he has published a large number of methodological research papers and authored several books in this research area.

Select Guide Rating

• Part I Independence and Stationarity.- 1 Probability and Independence.- 2 Gaussian convergence and inequalities.- 3 Estimation concepts.- 4 Stationarity.- Part II Models of time series.- 5 Gaussian chaos.- 6 Linear processes.- 7 Non-linear processes.- 8 Associated processes.- Part III Dependence.- 9 Dependence.- 10 Long-range dependence.- 11 Short-range dependence.- 12 Moments and cumulants.- Appendices.- A Probability and distributions.- B Convergence and processes.- C R scripts used for the gures.- Index- List of figures.