Geometric absolute regularity of Banach space-valued autoregressive processes.

DOI10.1016/S0167-7152(02)00201-8zbMath1092.62578MaRDI QIDQ1871334

Tahar Mourid, Abdelazziz Allam

Publication date: 7 May 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Geometric absolute regularityBanach space-valued autoregressive processMixing property

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of functional analysis in probability theory and statistics (46N30) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (1)

Nonparametric regression for functional response and functional regressor under dependance

Cites Work

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• Propriétés de mélange des processus autorégressifs polynomiaux. (Mixing properties of polynomial autoregressive processes)
• Some mixing properties of time series models
• Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory
• Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space
• Nonparametric statistics for stochastic processes
• Mixing properties of harris chains and autoregressive processes
• Conditions for linear processes to be strong-mixing
• Mixing Conditions for Markov Chains
• On the Strong Mixing Property for Linear Sequences
• Strong mixing properties of linear stochastic processes

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