Mixing properties of Banach valued autoregressive processes

被引：1

作者：

Allam, A ^{[1
]}

Mourid, T ^{[1
]}

机构：

[1] Univ Tlemcen, Fac Sci, Dept Math, Tilimsen 13000, Algeria

来源：

COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE | 2001年 / 333卷 / 04期

关键词：

D O I：

10.1016/S0764-4442(01)02031-6

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this Note, we consider Banach-valued autoregressive processes, For this class of processes we give sufficient conditions for the absolute regularity and strong mi I xi. ng useful in limit theorems and statistical inference. (C) 2001 Academie des sciences/Editions scientifiques et medicales Elsevier SAS.

引用

页码：363 / 368

页数：6

共 50 条

[1] BANACH-VALUED AUTOREGRESSIVE PROCESSES
MOURID, T
[J]. COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1993, 317 (12): : 1167 - 1172
[2] On the equivalence of the measures induced by Banach valued Gaussian autoregressive processes
Bosq, D
Mourid, T
[J]. STOCHASTIC ANALYSIS AND APPLICATIONS, 1999, 17 (02) : 137 - 144
[3] MIXING PROPERTIES OF POLYNOMIAL AUTOREGRESSIVE PROCESSES
MOKKADEM, A
[J]. ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 1990, 26 (02): : 219 - 260
[4] Geometric absolute regularity of Banach space-valued autoregressive processes
Allam, A
Mourid, T
[J]. STATISTICS & PROBABILITY LETTERS, 2002, 60 (03) : 241 - 252
[5] MIXING PROPERTIES OF HARRIS CHAINS AND AUTOREGRESSIVE PROCESSES
ATHREYA, KB
PANTULA, SG
[J]. JOURNAL OF APPLIED PROBABILITY, 1986, 23 (04) : 880 - 892
[6] Estimation of Mean and Covariance Operator for Banach Space Valued Autoregressive Processes with Dependent Innovations
Herold Dehling
Olimjon SH. Sharipov
[J]. Statistical Inference for Stochastic Processes, 2005, 8 (2) : 137 - 149
[7] Estimation and prediction of a Banach valued autoregressive process
Labbas, A
Mourid, T
[J]. COMPTES RENDUS MATHEMATIQUE, 2002, 335 (09) : 767 - 772
[8] Mixing properties of integer-valued GARCH processes
Doukhan, Paul
Khan, Naushad Mamode
Neumann, Michael H.
[J]. ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS, 2021, 18 (01): : 401 - 420
[9] ON REGULARITY OF BANACH-VALUED PROCESSES
FRANGOS, NE
[J]. ANNALS OF PROBABILITY, 1985, 13 (03): : 985 - 990
[10] Generalized Autoregressive Positive-valued Processes
Feunou, Bruno
[J]. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2024, 42 (02) : 786 - 800

← 1 2 3 4 5 →