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Relative stability in strictly stationary random sequences

被引：7
|
作者：
Szewczak, Zbigniew S. [1 ]
机构：
[1] Nicholas Copernicus Univ, Fac Math & Comp Sci, PL-87100 Torun, Poland
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2012年 / 122卷 / 08期
关键词：
Relative stability; Central limit theorem; Weak dependence; Strong mixing condition; Uniform integrability; ARCH processes; CENTRAL-LIMIT-THEOREM;
D O I：
10.1016/j.spa.2012.04.005
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Relative stability results for weakly dependent and strongly mixing strictly stationary sequences are established. As a consequence, some infinite memory models, including ARCH(1) processes, are relatively stable. (C) 2012 Elsevier B.V. All rights reserved.
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页码：2811 / 2829
页数：19
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