Short-range dependent processes subordinated to the Gaussian may not be strong mixing

DOI10.1016/j.spl.2015.12.010zbMath1345.60034arXiv1508.04520OpenAlexW2962741253MaRDI QIDQ273731

Shuyang Bai, Murad S. Taqqu

Publication date: 22 April 2016

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

Full work available at URL: https://arxiv.org/abs/1508.04520

zbMATH Keywords

Gaussian processlong-range dependencestrong mixingHermite rankshort-range dependence

Mathematics Subject Classification ID

Gaussian processes (60G15) Self-similar stochastic processes (60G18)

Related Items (1)

Slow-fast systems with fractional environment and dynamics

Cites Work

• Unnamed Item
• Central limit theorems for non-linear functionals of Gaussian fields
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Gaussian Hilbert Spaces

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