A note on strong mixing of ARMA processes
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Publication:1078909
DOI10.1016/0167-7152(86)90064-7zbMath0596.60039OpenAlexW1982736830MaRDI QIDQ1078909
Sastry G. Pantula, Krishna B. Athreya
Publication date: 1986
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(86)90064-7
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)
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- The asymptotic distribution theory of the empiric cdf for mixing stochastic processes
- Nonlinear Regression with Dependent Observations
- Non-strong mixing autoregressive processes
- Mixing properties of harris chains and autoregressive processes
- Conditions for linear processes to be strong-mixing
- A New Approach to the Limit Theory of Recurrent Markov Chains
- Strong mixing properties of linear stochastic processes
- Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
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