Title of article :
Spectral Density for Third Order Cumulants under Strong Mixing Conditions
Author/Authors :
Miller، نويسنده , , Curtis، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2000
Pages :
23
From page :
222
To page :
244
Abstract :
If X≔{Xv: v∈Zd} is a strictly stationary random field, with X0 bounded and expressible as a sum of indicator functions satisfying certain conditions, if the mixing coefficient α(s) is summable over Zd (that, is, ∑m md−1α(m)<∞), and if a mixing condition involving three sets is satisfied, then the third order cumulant Cum(Xa, Xb, Xc) of X has a continuous spectral density. We do not begin with the assumption that the cumulants are absolutely summable.
Keywords :
Strong mixing , Cumulants , spectral density
Journal title :
Journal of Multivariate Analysis
Serial Year :
2000
Journal title :
Journal of Multivariate Analysis
Record number :
1557659
Link To Document :
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