Finitely determined processes in metric spaces

The notion of a finitely determined process of Ornstein (see e.g. Ornstein (1974)) and Schwarz (1980) is generalized for processes in Polish spaces by using the distance of Gray, Neuhoff and Shields (1975) and it is related to some notions of asymptotic independence.

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Year of publication:	1989
Authors:	Strittmatter, Wolfram
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 7.1989, 4, p. 343-347
Publisher:	Elsevier
Keywords:	distance information number finitely determined almost block independent very weak Bernoulli absolutely regular stationary coding of an i.i.d. sequence Markov processes

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005254727