Hilbert space representations of \(m\)-dependent processes

DOI10.1214/aop/1176989130zbMath0802.60034OpenAlexW2034489958MaRDI QIDQ688062

Vincent de Valk

Publication date: 15 December 1994

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

Full work available at URL: https://doi.org/10.1214/aop/1176989130

zbMATH Keywords

\(m\)-dependent discrete time stochastic processesHilbert space representationone-dependent Markov chaintwo-block factor

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Probability theory on linear topological spaces (60B11) Foundations of stochastic processes (60G05)

Related Items (5)

Bahadur representations of M-estimators and their applications in general linear models ⋮ Mallows permutations and finite dependence ⋮ FINITELY DEPENDENT COLORING ⋮ Split invariance principles for stationary processes ⋮ Shearer's point process, the hard-sphere model, and a continuum Lovász local lemma

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