The mixing rate of a stationary multivariate process

DOI10.1007/BF01066720zbMath0776.60055MaRDI QIDQ685740

R. Cheng, Mohsen Pourahmadi

Publication date: 3 October 1993

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

strong mixingspectral density functioncomplete regularitymultivariate stationary processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)

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Mixed‐Norm Spaces and Prediction of SαS Moving Averages

Cites Work

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