๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Spectral Density for Third Order Cumulants under Strong Mixing Conditions

โœ Scribed by Curtis Miller

Book ID
102602107
Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
195 KB
Volume
74
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.

โœฆ Synopsis

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, then the third order cumulant Cum(X a , X b , X c ) of X has a continuous spectral density. We do not begin with the assumption that the cumulants are absolutely summable.

๐Ÿ“œ SIMILAR VOLUMES

Bounds for rth order joint cumulant unde
Bounds for rth order joint cumulant under rth order strong mixing
โœ B.L.S.Prakasa Rao ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 78 KB

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.