On the dissipation of partial sums from a stationary strongly mixing sequence

Richard C. Bradley

Stochastic Processes and their Applications, 1994, vol. 54, issue 2, 281-290

Abstract: If a strictly stationary sequence satisfies the strong mixing condition, then either the distributions of the partial sums are "tight" with respect to their own medians, or else they become completely "dissipated". The latter case holds if in addition the first maximal correlation coefficient is less than 1.

Keywords: Strictly; stationary; sequence; Strong; mixing (search for similar items in EconPapers)
Date: 1994
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