On Mixing Conditions for Sequences of Moving Averages

DOI10.1137/S0040585X9798422XMaRDI QIDQ3059751zbMATH OpenFDO

Authors D. I. Sidorov

Publication date 29 November 2010

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

strong mixingMoving averages

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) General theory of stochastic processes (60G07)

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Cited in

(4)

• Some mixing properties of time series models
• Mixed-norm spaces and prediction of \(\mathrm{S}\alpha\mathrm{S}\) moving averages
• Autoregressive time series are \(L_p\)-mixingales
• Testing normality of data on a multivariate grid

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