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Bounds for rth order joint cumulant under rth order strong mixing

โœ Scribed by B.L.S.Prakasa Rao

Book ID
104303067
Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
78 KB
Volume
43
Category
Article
ISSN
0167-7152

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โœฆ Synopsis

A new concept of rth order strong mixing for sub -algebras of a probability space is introduced and a bound for the rth order joint cumulant is obtained under a two-part dependence assumption, which includes the case of rth order strong mixing, generalizing the work of Bradley [(1996) Statist.

๐Ÿ“œ SIMILAR VOLUMES

Spectral Density for Third Order Cumulan
Spectral Density for Third Order Cumulants under Strong Mixing Conditions
โœ Curtis Miller ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 195 KB

If X :=[X v : v # Z d ] is a strictly stationary random field, with X 0 bounded and expressible as a sum of indicator functions satisfying certain conditions, if the mixing coefficient :(s) is summable over Z d (that, is, m m d&1 :(m)< ), and if a mixing condition involving three sets is satisfied,