Necessary and sufficient conditions for a second-order Wiener-Itô integral process to be mixing

DOI10.1016/0304-4149(93)90068-FzbMath0768.60032MaRDI QIDQ2366180

Daniel W. Chambers

Publication date: 29 June 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

spectral measure; mixing; stationary Gaussian process; multiple Wiener-Itô integrals

Mathematics Subject Classification ID

60G15: Gaussian processes

60G10: Stationary stochastic processes

28D05: Measure-preserving transformations

Related Items

Mixing for stationary processes with finite-order multiple Wiener-Itô integral representation

Cites Work

• Multiple Wiener-Ito integrals. With applications to limit theorems
• On the moments of a multiple wiener-ito integral and the space induced by the polynomials of the integral
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