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STRONG LAW FOR MIXING SEQUENCE 被引量:1

STRONG LAW FOR MIXING SEQUENCE
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摘要 In this article we present some theorems on the strong law for the mixing sequence which is notnecessarily stationary, with the mixing coefficient involving only a pair of variables in the sequence. In this article we present some theorems on the strong law for the mixing sequence which is notnecessarily stationary, with the mixing coefficient involving only a pair of variables in the sequence.
出处 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 1989年第4期367-371,共5页 应用数学学报(英文版)
基金 This author is also supported by National Natural Science Foundation of China
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同被引文献13

  • 1潘家柱.Tail dependence of random variables from ARCH and heavy-tailed bilinear models[J].Science China Mathematics,2002,45(6):749-760. 被引量:5
  • 2Jiazhu Pan.Tail dependence of random variables from ARCH and heavy-tailed bilinear models[J].Science in China Series A: Mathematics.2002(6)
  • 3Harry Kesten.Random difference equations and Renewal theory for products of random matrices[J].Acta Mathematica.1973(1)
  • 4Mohler,R.R. Bilinear control processes . 1973
  • 5Tong,H.Nonlinear Time Series, Oxford: Oxford Univ[]..1990
  • 6Davis R A,Mikosch T.The sample autocorrelations of heavy-tailed processes with applications to ARCH[].The Annals of Statistics.1998
  • 7Granger,CWJ,Andersen,AP. An introduction to bilinear time series models . 1978
  • 8Terdik,G. Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis . 1999
  • 9Embrechts,P.,Kluppelberg,C.,Mikosch,T. Modelling Extremal Events for Insurance and Finance . 1997
  • 10Kesten,H.Random difference equations and renewal theory for products of random matrices[].Acta Mathematica.1973

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