Approximately mixing time series

DOI10.1016/J.SPL.2025.110360MaRDI QIDQ7015139zbMATH OpenFDO

Authors Tim Kutta

Publication date 10 March 2025

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPL.2025.110360

zbMATH Keywords

approximate mixingcentral limit theoremfunctional dataHilbert spacestrong mixingtime seriesweak dependence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic processes (60G99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

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Cited in

(1)

• Estimating invertible processes in Hilbert spaces, with applications to functional ARMA processes

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