SOME MIXING PROPERTIES OF TIME-SERIES MODELS

[1] MARKOVIAN REPRESENTATION OF STOCHASTIC-PROCESSES AND ITS APPLICATION TO ANALYSIS OF AUTOREGRESSIVE MOVING AVERAGE PROCESSES [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1974, 26 (03) : 363 - 387

[2] BERBEE HCP, 1979, MATH CTR TRACT, V112

[3] Bradley R. C., 1983, STOCHASTIC PROCESS A, V14, P67

[4] STRONG MIXING PROPERTIES OF LINEAR STOCHASTIC-PROCESSES [J]. JOURNAL OF APPLIED PROBABILITY, 1974, 11 (02) : 401 - 408

[5] ASYMPTOTIC DISTRIBUTION THEORY OF EMPIRIC CDF FOR MIXING STOCHASTIC-PROCESSES [J]. ANNALS OF STATISTICS, 1975, 3 (04) : 809 - 824

[6] GORODETSKII VV, 1977, THEOR PROBAB APPL+, V22, P411, DOI 10.1137/1122049

[7] Loeve M., 1963, PROBABILITY THEORY

[8] PHAM TD, 1980, SEMINARIRE STAT, P59

[9] Volkonskii V.A., 1959, THEOR PROBAB APPL, V4, DOI 10.1137/1104015

[10] Wiener Norbert., 1933, FOURIER INTEGRAL CER

[1] MARKOVIAN REPRESENTATION OF STOCHASTIC-PROCESSES AND ITS APPLICATION TO ANALYSIS OF AUTOREGRESSIVE MOVING AVERAGE PROCESSES [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1974, 26 (03) : 363 - 387

[2] BERBEE HCP, 1979, MATH CTR TRACT, V112

[3] Bradley R. C., 1983, STOCHASTIC PROCESS A, V14, P67

[4] STRONG MIXING PROPERTIES OF LINEAR STOCHASTIC-PROCESSES [J]. JOURNAL OF APPLIED PROBABILITY, 1974, 11 (02) : 401 - 408

[5] ASYMPTOTIC DISTRIBUTION THEORY OF EMPIRIC CDF FOR MIXING STOCHASTIC-PROCESSES [J]. ANNALS OF STATISTICS, 1975, 3 (04) : 809 - 824

[6] GORODETSKII VV, 1977, THEOR PROBAB APPL+, V22, P411, DOI 10.1137/1122049

[7] Loeve M., 1963, PROBABILITY THEORY

[8] PHAM TD, 1980, SEMINARIRE STAT, P59

[9] Volkonskii V.A., 1959, THEOR PROBAB APPL, V4, DOI 10.1137/1104015

[10] Wiener Norbert., 1933, FOURIER INTEGRAL CER