Non-mixing properties of long memory processes

Dominique Guegan () and Sophie A. Ladoucette ()
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Dominique Guegan: Département Mathématiques Mécanique et Informatique - URCA - Université de Reims Champagne-Ardenne
Sophie A. Ladoucette: Département Mathématiques Mécanique et Informatique - URCA - Université de Reims Champagne-Ardenne

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Abstract: In this Note, we provide a new statistical approach concerning some long memory processes, the k-factor Gegenbauer processes, in proving that they satisfy some non-mixing properties.

Keywords: long memory processes; the k-factor Gegenbauer processes; non-mixing properties (search for similar items in EconPapers)
Date: 2001-08
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Published in Comptes Rendus de l'Académie des Sciences - Series I - Mathematics, 2001, 333 (4), pp.373-376. ⟨10.1016/S0764-4442(01)02052-3⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00193651

DOI: 10.1016/S0764-4442(01)02052-3

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