Non-mixing properties of long memory processes

Authors
Guegan, D Ladoucette, S
Citation
D. Guegan et S. Ladoucette, Non-mixing properties of long memory processes, CR AC S I, 333(4), 2001, pp. 373-376
Citations number
10
Categorie Soggetti
Mathematics
Journal title
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE
ISSN journal
07644442 → ACNP
Volume
333
Issue
4
Year of publication
2001
Pages
373 - 376
Database
ISI
SICI code
0764-4442(20010815)333:4<373:NPOLMP>2.0.ZU;2-V
Abstract
In this Note, we provide a new statistical approach concerning some long me mory processes, the k-factor Gegenbauer processes, in proving that they sat isfy some non-mixing properties. (C) 2001 Academie des sciences/Editions sc ientifiques et medicales Elsevier SAS.