Relative stability in strictly stationary random sequences

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:122

Article

Szewczak, Zbigniew S.

关键词: Relative stability;    Central limit theorem;    Weak dependence;    Strong mixing condition;    Uniform integrability;    ARCH processes;   

DOI  :  10.1016/j.spa.2012.04.005

来源: Elsevier

【 摘 要 】

Relative stability results for weakly dependent and strongly mixing strictly stationary sequences are established. As a consequence, some infinite memory models, including ARCH(1) processes, are relatively stable. (C) 2012 Elsevier B.V. All rights reserved.

【 授权许可】

Free