Finite-dimensional distributions and tail behavior in stationary interval-valued probability models

DOI10.1214/aos/1176325760zbMath0829.62083OpenAlexW2085004564MaRDI QIDQ1896241

Terrence L. Fine, Amir Sadrolhefazi

Publication date: 24 January 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176325760

zbMATH Keywords

continuityasymptotic behaviortail behaviorergodic theoremmarginalsupper and lower probabilityfinite-dimensional distributionsinterval-valued probabilityCaratheodory's theoremfrequentist interpretations of probabilityalgebra of cylindersspace of binary sequencesstationary charge extensionstationary finitely additive probabilitystationary time series modeltail sigma algebra

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Foundations of stochastic processes (60G05) Sufficiency and information (62B99)

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