Propriétés de mélange des processus autorégressifs polynomiaux. (Mixing properties of polynomial autoregressive processes)

Publication date: 1990

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1990__26_2_219_0

zbMATH Keywords

continuity theorem ARMA processes bilinear processes mixing properties geometrically ergodic Harris recurrent geometrically absolutely regular image of a measure polynomial autoregressive processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Stochastic processes (60G99) Continuous-time Markov processes on discrete state spaces (60J27)

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