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On the Strong Mixing Property for Linear Sequences
211
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1978
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Measure TheoryLinear OperatorEngineeringIntegrable ProbabilityStochastic CalculusStochastic Dynamical SystemProbability TheoryDistribution FunctionMathematical ModellingFunctional AnalysisGoogle ScholarStrong Mixing Property
Previous article Next article On the Strong Mixing Property for Linear SequencesV. V. GorodetskiiV. V. Gorodetskiihttps://doi.org/10.1137/1122049PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] K. C. Chanda, Strong mixing properties of linear stochastic processes, J. Appl. Probability, 11 (1974), 401–408 MR0358951 0281.60033 CrossrefGoogle Scholar[2] I. A. Ibragimov and , Yu. A. Rozanov, Gaussian Random Processes, Nauka, Moscow, 1970, (In Russian.) Google Scholar[3] K. Yosida, Functional analysis, Die Grundlehren der Mathematischen Wissenschaften, Band 123, Academic Press Inc., New York, 1965xi+458 MR0180824 0126.11504 CrossrefGoogle Scholar[4] Bengt von Bahr and , Carl-Gustav Esseen, Inequalities for the rth absolute moment of a sum of random variables, $1\leq r\leq 2$, Ann. Math. Statist, 36 (1965), 299–303 MR0170407 0134.36902 CrossrefGoogle Scholar[5] S. V. Nagaev and , A. Kh. Fuk, Probability inequalities for sums of independent random variables, Theory Prob. Applications, 16 (1971), 643–660 10.1137/1116071 0259.60024 LinkGoogle Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails A Wasserstein-based measure of conditional dependenceBehaviormetrika, Vol. 49, No. 2 | 25 June 2022 Cross Ref Journal of Applied Statistics | 2022 Cross Ref The rate of complete consistency for recursive probability density estimator under strong mixing samplesStatistics & Probability Letters, Vol. vol. 85 | 1 Apr 2021 Cross Ref On the integral modulus of continuity of infinitely divisible distributions, especially of stochastic integralsJournal of Mathematical Analysis and Applications, Vol. 486, No. 1 | 1 Jun 2020 Cross Ref Minimum distance estimation in linear regression with strong mixing errorsCommunications in Statistics - Theory and Methods, Vol. 49, No. 6 | 23 January 2019 Cross Ref Berry-Esseen type bounds of the estimators in a semiparametric model under linear process errors with α -mixing dependent innovationsStatistics, Vol. 53, No. 5 | 10 June 2019 Cross Ref A rate of consistency for nonparametric estimators of the distribution function based on censored dependent dataStatistical Methods & Applications, Vol. 28, No. 2 | 13 November 2018 Cross Ref Hurwicz Estimator for Autoregressive Model with Generalized Error Distributed InnovationsJournal of the Indian Society for Probability and Statistics, Vol. 19, No. 2 | 23 May 2018 Cross Ref Uniformly strong consistency and Berry-Esseen bound of frequency polygons for α-mixing samplesCommunications in Statistics - 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IZeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, Vol. 57, No. 4 | 1 Dec 1981 Cross Ref Conditions for linear processes to be strong-mixingZeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, Vol. 57, No. 4 | 1 Dec 1981 Cross Ref Chi-Square Goodness-of-Fit Tests Based on Dependent ObservationsStatistical Distributions in Scientific Work | 1 Jan 1981 Cross Ref Flexible Seasonal Time Series ModelsEconometric Analysis of Financial and Economic Time Series Cross Ref Volume 22, Issue 2| 1978Theory of Probability & Its Applications203-432 History Submitted:12 June 1975Published online:17 July 2006 InformationCopyright © 1978 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1122049Article page range:pp. 411-413ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics
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