Inferring the Mixing Properties of a Stationary Ergodic Process From a Single Sample-Path-Reference-Cited by-同舟云学术

Inferring the Mixing Properties of a Stationary Ergodic Process From a Single Sample-Path

Published:2023-06 Issue:6 Volume:69 Page:4014-4026
ISSN:0018-9448
Container-title:IEEE Transactions on Information Theory
language:
Short-container-title:IEEE Trans. Inform. Theory

Author:

Khaleghi Azadeh¹^ORCID,Lugosi Gabor²^ORCID

Affiliation:

1. Centre de Recherche en Économie et Statistique (CREST), École Nationale de la Statistique et de l’Administration Économique (ENSAE), Institut Polytechnique de Paris, Palaiseau, France

2. Department of Economics and Business, Pompeu Fabra University, Barcelona, Spain

Funder

French National Research Agency (ANR), “Investissements d’Avenir,”

Ayudas Fundacion BBVA a Proyectos de Investigación Científica 2021

Spanish Ministry of Economy and Competitiveness

FEDER, EU

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Subject

Library and Information Sciences,Computer Science Applications,Information Systems

Link

http://xplorestaging.ieee.org/ielx7/18/10130037/10050550.pdf?arnumber=10050550

Reference18 articles.

1. Mixing properties of ARCH and time-varying ARCH processes

2. Estimating beta-mixing coefficients via histograms

3. Estimating beta-mixing coefficients;mcdonald;Proc 14th Int Conf Artif Intell Statist,2011

4. Some Limit Theorems for Random Functions. II

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