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on strong mixing conditions for stationary gaussian processes

A NOTE ON STRONG MIXING - Lehigh University

A NOTE ON STRONG MIXING ... Stationary Processes, Strong Mixing, ... gives an alternative set of conditions for linear processes to be strong mixing based on

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Strong mixing coefficients for non-commutative Gaussian

Bounds for non-commutative versions of two classical strong mixing coefficients for q-Gaussian processes are found in terms of the angle between the underlying ...

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EMPIRICAL PROCESSES OF STATIONARY SEQUENCES

EMPIRICAL PROCESSES OF STATIONARY SEQUENCES ... Gaussian processes is established and sample path ... pose strong mixing conditions to ensure asymptotic ...

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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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CENTRAL LIMIT THEOREM FOR STATIONARY

a central limit theorem using strong mixingcan be foundin Ibragimov's paper [6]. ... STATIONARY PROCESSES 553 ... The Gaussian stationaryprocess {X, m} is mixingifand ...

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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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Asymptotic results for the empirical process of stationary

Asymptotic results for the empirical process of stationary ... under strong mixing conditions have been ... Gaussian process. For empirical processes related to ...

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Basic Properties of Strong Mixing Conditions. - EMIS

by the author on basic properties of strong mixing conditions. ... strong mixing conditions, stationary sequences. ... For mixing properties of linear processes, see ...

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Gaussian Random Processes - I A Ibragimov, Y A Rozanov

Pris: 1559 kr. Inbunden, 1978. Skickas inom 7-10 vardagar. Köp Gaussian Random Processes av I A Ibragimov, Y A Rozanov på Bokus.com.

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ERGODIC PROPERTIES OF STATIONARY STABLE PROCESSES

stable processes: Sub-Gaussian stationary processes and ... conditions for ;I strong law of ... SaS moving averages are of course mixing, and stationary

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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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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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AMS :: Proceedings of the American Mathematical Society

Introduction to strong mixing conditions. Technical report, ... On a strong mixing condition for stationary Gaussian processes. Teor. Verojatnost. i Primenen., ...

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Gaussian Random Processes : I.A. Ibragimov : 9780387903026

Gaussian Random Processes by I.A. Ibragimov, 9780387903026, available at Book Depository with free delivery worldwide.

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