On strong mixing and Leadbetter's D condition
1981; Cambridge University Press; Volume: 18; Issue: 03 Linguagem: Inglês
10.1017/s0021900200098594
ISSN1475-6072
Autores Tópico(s)Statistical Methods and Inference
ResumoStrong mixing is a condition which is often assumed to prove limit theorems for strictly stationary processes. Leadbetter's condition D ( u n ) is used to prove limit theorems for maxima of stationary processes. A sufficient condition for strong mixing to hold is given for the case where the process satisfies a p th-order Markov property. This condition can be easy to check for when p is small. This point is illustrated by two examples of first-order autoregressive processes. The condition D ( u n ) is shown to hold for any stationary Markov process.
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