Spectral Density for Third Order Cumulants under Strong Mixing Conditions

Curtis Miller

Journal of Multivariate Analysis, 2000, vol. 74, issue 2, 222-244

Abstract: If X:={Xv: v[set membership, variant]d} is a strictly stationary random field, with X0 bounded and expressible as a sum of indicator functions satisfying certain conditions, if the mixing coefficient [alpha](s) is summable over d (that, is, [summation operator]m md-1[alpha](m)

Keywords: cumulants; spectral density; strong mixing (search for similar items in EconPapers)
Date: 2000
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047-259X(99)91889-4
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:74:y:2000:i:2:p:222-244

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().