The mixing rate of a stationary multivariate process

DOI10.1007/BF01066720MaRDI QIDQ685740zbMATH OpenFDO

Authors R. Cheng, M. Pourahmadi

Publication date 3 October 1993

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

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

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