On Mixing Conditions for Sequences of Moving Averages

DOI10.1137/S0040585X9798422XzbMATH Open1210.60035MaRDI QIDQ3059751FDOQ3059751

Authors: D. I. Sidorov 

Publication date: 29 November 2010

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

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zbMATH Keywords

strong mixingMoving averages

Mathematics Subject Classification ID

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

Cited In (3)

• Some mixing properties of time series models
• Autoregressive time series are \(L_p\)-mixingales
• Testing normality of data on a multivariate grid

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