Geometric absolute regularity of Banach space-valued autoregressive processes
We consider Banach space-valued autoregressive processes. For this class of processes we give sufficient conditions for absolute regularity and strong mixing properties that are useful in limit theorems and statistics.
Year of publication: |
2002
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Authors: | Allam, Abdelazziz ; Mourid, Tahar |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 60.2002, 3, p. 241-252
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Publisher: |
Elsevier |
Keywords: | Banach space-valued autoregressive process Geometric absolute regularity Mixing property |
Saved in:
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