Some mixing properties of conditionally independent processes
From MaRDI portal
Publication:2807763
DOI10.1080/03610926.2013.851235zbMATH Open1338.60070OpenAlexW1841563647MaRDI QIDQ2807763FDOQ2807763
Stéphane Loisel, Véronique Maume-Deschamps, Manel Kacem
Publication date: 25 May 2016
Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2013.851235
Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)
Cites Work
- Title not available (Why is that?)
- Mixing: Properties and examples
- Some Limit Theorems for Stationary Processes
- Convergence of Distributions Generated by Stationary Stochastic Processes
- Basic properties of strong mixing conditions. A survey and some open questions
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- Archimedean copulas in finite and infinite dimensions -- with application to ruin problems
- A new weak dependence condition and applications to moment inequalities
- On Strong Mixing Conditions for Stationary Gaussian Processes
- Recent advances in invariance principles for stationary sequences
- Risk theory in a Markovian environment
- Conditional independence, conditional mixing and conditional association
- Compound binomial risk model in a Markovian environment
- Explicit ruin formulas for models with dependence among risks
- On the strong law of large numbers for a class of stochastic processes
- Limit laws for kth order statistics from conditionally mixing arrays of random variables
- On conditionally mixing processes
Cited In (5)
This page was built for publication: Some mixing properties of conditionally independent processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2807763)