Mixing conditions of conjugate processes

zbMath1468.62433arXiv1809.02820MaRDI QIDQ4997514

Eduardo Horta, Flávio Augusto Ziegelmann

Publication date: 29 June 2021

Full work available at URL: https://arxiv.org/abs/1809.02820

zbMATH Keywords

random measurecovariance operatorfunctional time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10)

Cites Work

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• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Foundations of Modern Probability
• Statistical Inference for Probabilistic Functions of Finite State Markov Chains
• Fundamentals of Nonparametric Bayesian Inference

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