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Weakly dependent chains with infinite memory

  • Published:2008-11 Issue:11 Volume:118 Page:1997-2013
  • ISSN:0304-4149
  • Container-title:Stochastic Processes and their Applications
  • language:en
  • Short-container-title:Stochastic Processes and their Applications

Author:

Doukhan Paul,Wintenberger Olivier

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference31 articles.

1. Nonstrong mixing autoregressive processes;Andrews;J. Appl. Probab.,1984

2. Chains with infinite connections: Uniqueness and Markov representation;Berbee;Probab. Theory Related Fields,1987

3. Kalman filtering with random coefficients and contractions;Bougerol;Probab. Theory Related Fields,1993

4. Variable length Markov chains;Bühlmann;Ann. Statist.,1999

5. Processes with long memory: Regenerative construction and perfect simulation;Comets;Ann. Appl. Probab.,2002

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