Some mixing properties of conditionally independent processes

DOI10.1080/03610926.2013.851235MaRDI QIDQ2807763zbMATHOpenAlexFDO

Authors Manel Kacem, Stéphane Loisel, Véronique Maume-Deschamps

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

zbMATH Keywords

central limit theoremconditional independencemixing propertiesrisk processes

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

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Cites work

• scientific article; zbMATH DE number 3349105 (Why is no real title available?)
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• A new weak dependence condition and applications to moment inequalities
• Archimedean copulas in finite and infinite dimensions -- with application to ruin problems
• Basic properties of strong mixing conditions. A survey and some open questions
• Compound binomial risk model in a Markovian environment
• Conditional independence, conditional mixing and conditional association
• Convergence of Distributions Generated by Stationary Stochastic Processes
• Explicit ruin formulas for models with dependence among risks
• Limit laws for kth order statistics from conditionally mixing arrays of random variables
• Mixing: Properties and examples
• On Strong Mixing Conditions for Stationary Gaussian Processes
• On conditionally mixing processes
• On the strong law of large numbers for a class of stochastic processes
• Recent advances in invariance principles for stationary sequences
• Risk theory in a Markovian environment
• Some Limit Theorems for Stationary Processes

Cited in

(6)

• Estimation of the limit variance for sums under a new weak dependence condition
• Mixing Properties of a Class of Bernoulli-Processes
• On conditionally mixing processes
• Keplerian shear in ergodic theory
• Mixing k-Fold Independent Processes of Zero Entropy
• On Conditional Independence, Mixing, and Association

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