Spectral density for third order cumulants under strong mixing conditions

DOI10.1006/JMVA.1999.1889MaRDI QIDQ1587360zbMATH OpenOpenAlexFDO

Authors Curtis Miller

Publication date 2 September 2001

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1999.1889

zbMATH Keywords

cumulantsspectral densitystrong mixing

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Random fields (60G60)

Review text

Let \(X=\{X_v\), \(v \in \mathbb{Z}^d\}\) be a strictly stationary real-valued random field. Three types of conditions are used: (A) means that \(X_v\) is a sum of certain indicator functions, (B) describes the decreasing rate of \(\alpha\)-mixing coefficient and (C) involves an estimate of some other mixing coefficient (using conditional distributions). Conditions (A) and (C) are discussed and examples of their validity are provided. If (A), (B) and (C) are satisfied, then there exists a continuous spectral density \(f(\lambda_1,\lambda_2)\) for the third order cumulant \(\text{cum}(X_a,X_b,X_c)\). It is mentioned that higher-order cumulants properties are important in signal analysis.

Recommendations

• Rational spectral densities and strong mixing
• Limiting behavior of functionals of higher-order sample cumulant spectra
• Publication:4734566
• On the spectral density and asymptotic normality of weakly dependent random fields
• Higher order spectral estimation for random fields

Cites work

• A CLT for the periodograms of a \(p\)-mixing random field
• Equivalent mixing conditions for random fields
• scientific article; zbMATH DE number 3973963 (Why is no real title available?)
• scientific article; zbMATH DE number 4072196 (Why is no real title available?)
• scientific article; zbMATH DE number 868155 (Why is no real title available?)
• scientific article; zbMATH DE number 3349105 (Why is no real title available?)
• Mixing Conditions for Markov Chains
• On the spectral density and asymptotic normality of weakly dependent random fields
• On the strong law of large numbers for a class of stochastic processes
• Stochastic curve estimation

Cited in

(2)

• Rational spectral densities and strong mixing
• A criterion for a continuous spectral density

This page was built for publication: Spectral density for third order cumulants under strong mixing conditions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1587360)