On weak dependence conditions: the case of discrete valued processes

DOI10.1016/j.spl.2012.06.020zbMath1254.60036OpenAlexW2039632166MaRDI QIDQ712525

Konstantinos Fokianos, Paul Doukhan, Xiaoyin Li

Publication date: 17 October 2012

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

Full work available at URL: https://doi.org/10.1016/j.spl.2012.06.020

zbMATH Keywords

contractionmixingdependencethinning operatorinteger autoregressive processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09) Functional limit theorems; invariance principles (60F17) Exchangeability for stochastic processes (60G09)

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