Title of article :
Relative stability in strictly stationary random sequences
Author/Authors :
Szewczak، نويسنده , , Zbigniew S.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2012
Abstract :
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.
Keywords :
relative stability , weak dependence , Central Limit Theorem , Strong mixing condition , Uniform integrability , ARCH processes
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications
