Add to ORKGThe strong mixing property for a sequence of random variables is interesting in its own right. It is discussed that under what conditions the strong mixing property holds for linear stochastic processes and in particular ARMA processes. Then an example of Non-Strong mixing Autoregressive Processes is discussed here
Let ＄￥{￥xi_{i}￥}＄ be a strictly stationary sequence of random variables which are distributed unifor...
In this paper a new mixing condition for sequences of random variables is considered. This mixing co...
AbstractWe derive some necessary and sufficient conditions for mixing of non-Gaussian stationary sym...
We establish that certain stationary autoregressive moving average (ARMA) processes are strong mixin...
A sufficient condition is given such that first-order autoregressive processes are stong mixing. The c...
In this paper, we study the almost sure convergence for -mixing sequences of random variables. As a ...
In this paper, we show that stationary vector ARMA processes are geometrically completely regular, a...
Given \s{Xi, i [greater-or-equal, slanted] 1\s} as non-stationary strong mixing (n.s.s.m.) sequence ...
AbstractSufficient conditions are given for linear processes and ARMA processes to have the Gaswirth...
Limit theorems for some non-degenerate U-statistics are established when the underlying processes sa...
Mathematical Subject Classification (2000): 60F17, 37E05. In this paper, we obtain precise rates of ...
The rate at which dependencies between future and past observations decay in a random process may be...
AbstractWeak and strong invariance principles are established for strictly stationary sequences sati...
Weak and strong invariance principles are established for strictly stationary sequences satisfying a...
Strong law of large numbers and complete convergence for sequences of *-mixing random variables are ...
Let ＄￥{￥xi_{i}￥}＄ be a strictly stationary sequence of random variables which are distributed unifor...
In this paper a new mixing condition for sequences of random variables is considered. This mixing co...
AbstractWe derive some necessary and sufficient conditions for mixing of non-Gaussian stationary sym...
We establish that certain stationary autoregressive moving average (ARMA) processes are strong mixin...
A sufficient condition is given such that first-order autoregressive processes are stong mixing. The c...
In this paper, we study the almost sure convergence for -mixing sequences of random variables. As a ...
In this paper, we show that stationary vector ARMA processes are geometrically completely regular, a...
Given \s{Xi, i [greater-or-equal, slanted] 1\s} as non-stationary strong mixing (n.s.s.m.) sequence ...
AbstractSufficient conditions are given for linear processes and ARMA processes to have the Gaswirth...
Limit theorems for some non-degenerate U-statistics are established when the underlying processes sa...
Mathematical Subject Classification (2000): 60F17, 37E05. In this paper, we obtain precise rates of ...
The rate at which dependencies between future and past observations decay in a random process may be...
AbstractWeak and strong invariance principles are established for strictly stationary sequences sati...
Weak and strong invariance principles are established for strictly stationary sequences satisfying a...
Strong law of large numbers and complete convergence for sequences of *-mixing random variables are ...
Let ＄￥{￥xi_{i}￥}＄ be a strictly stationary sequence of random variables which are distributed unifor...
In this paper a new mixing condition for sequences of random variables is considered. This mixing co...
AbstractWe derive some necessary and sufficient conditions for mixing of non-Gaussian stationary sym...