The mixing rate of a stationary multivariate process

DOI10.1007/BF01066720zbMATH Open0776.60055MaRDI QIDQ685740FDOQ685740

Authors: R. Cheng, M. Pourahmadi 

Publication date: 3 October 1993

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

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zbMATH Keywords

strong mixingspectral density functioncomplete regularitymultivariate stationary processes

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Stationary stochastic processes (60G10)

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Cited In (5)

• Mixed-rates asymptotics
• Mixed-norm spaces and prediction of \(\mathrm{S}\alpha\mathrm{S}\) moving averages
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• Rational spectral densities and strong mixing
• On the rate of strong mixing in stationary Gaussian random fields

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