Autoregressive time series are \(L_p\)-mixingales

zbMath1077.62069MaRDI QIDQ1775364

Dao Quang Tuyen

Publication date: 6 May 2005

Published in: Vietnam Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

strong lawautoregressive time series\(L_p\)-mixingale

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Strong limit theorems (60F15) Generalizations of martingales (60G48)

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