Inquiry

on strong mixing conditions for stationary gaussian processes

Dependence in Probability and Statistics - Willkommen

for non-linear functions of a stationary Gaussian ... Basic properties of strong mixing conditions 165 ... for strongly mixing processes 269 CM.

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Asymptotic Distribution Of Sum And Maximum For Strongly

Asymptotic Distribution Of Sum And Maximum ... will not be strong mixing. Thus, Gaussian ... Extremes and Related Properties of Stationary Sequences and Processes.

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Gaussian Random Processes von I. A. Ibragimov; Y. A

The book deals mainly with three problems involving Gaussian stationary processes. The first problem consists of clarifying the conditions for mutual absolute ...

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Strong mixing conditions - Encyclopedia of Mathematics

Strong Mixing Conditions. ... Gaussian processes, or linear models, including ARMA ... for strictly stationary sequences, the strong mixing ...

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probability theory - If $\alpha(X_{0}, X_{n}) \rightarrow

... mixing rates for some strong mixing conditions for $N$-tuplewise ... Z}\}$ be a stationary Gaussian process ... mixing conditions for processes $ ...

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A note on strong mixing of ARMA processes - ScienceDirect

A note on strong mixing of ARMA processes. ... we start with a review of the mixing conditions. ... established that a stationary gaussian sequence is strong mix ...

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Stationary stochastic processes : theory and applications

1.4 Gaussian processes 18 ... 6.4.2 Ergodic stationary processes 191 6.5 ErgodicGaussian sequences ... 6.6.4 Global mixing conditions forGaussian processes 203

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Probability Surveys - Vol. 2 (2005)

Keywords: strong mixing conditions, stationary sequences. ... A limitation of Markov representation for stationary processes. Stochastic Process. Appl. 18 ...

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Stationary ergodic process

A stationary process is one ... In practice this means that statistical sampling can be performed at one instant across a group of identical processes or sampled over ...

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Gaussian process

For a stationary Gaussian process = ... some conditions on its spectrum are sufficient for ... Gaussian processes can also be used in the context of mixture of ...

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