Geometric absolute regularity of Banach space-valued autoregressive processes.

DOI10.1016/S0167-7152(02)00201-8MaRDI QIDQ1871334zbMATH OpenFDO

Authors Abdelazziz Allam, Tahar Mourid

Publication date 7 May 2003

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

zbMATH Keywords

Banach space-valued autoregressive processGeometric absolute regularityMixing property

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of functional analysis in probability theory and statistics (46N30) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Recommendations

• Mixing properties of Banach valued autoregressive processes
• scientific article; zbMATH DE number 203213
• Limit theorems for Banach-valued autoregressive processes. Applications to real continuous time processes
• Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes
• scientific article; zbMATH DE number 2190876

Cites work

• scientific article; zbMATH DE number 3858118 (Why is no real title available?)
• scientific article; zbMATH DE number 559114 (Why is no real title available?)
• Conditions for linear processes to be strong-mixing
• Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory
• Mixing Conditions for Markov Chains
• Mixing properties of harris chains and autoregressive processes
• Nonparametric statistics for stochastic processes
• On the Strong Mixing Property for Linear Sequences
• Propriétés de mélange des processus autorégressifs polynomiaux. (Mixing properties of polynomial autoregressive processes)
• Some mixing properties of time series models
• Strong mixing properties of linear stochastic processes
• Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space

Cited in

(3)

• Mixing properties of Banach valued autoregressive processes
• Nonparametric regression for functional response and functional regressor under dependance
• scientific article; zbMATH DE number 203213 (Why is no real title available?)

This page was built for publication: Geometric absolute regularity of Banach space-valued autoregressive processes.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1871334)