scientific article; zbMATH DE number 898381

MaRDI QIDQ4884161zbMATH OpenFDO

Authors Daniel W. Chambers

Publication date 8 July 1996

zbMATH Keywords

Gaussian process with a mixing factor processspectral conditionstationary Gaussian process

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Recommendations

• Necessary and sufficient conditions for a second-order Wiener-Itô integral process to be mixing
• Mixing for stationary processes with finite-order multiple Wiener-Itô integral representation
• Some mixing conditions for stationary symmetric stable stochastic processes

Cited in

(4)

• Multiple integrals with respect to L-mixing processes
• Necessary and sufficient conditions for a second-order Wiener-Itô integral process to be mixing
• Mixing for stationary processes with finite-order multiple Wiener-Itô integral representation
• Mixing ``in the sense of Ibragimov. Estimate for the rate of approach of a family of integral functionals of a solution of a differential equation with periodic coefficients to a family of Wiener processes. Some applications. II

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