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Geometric absolute regularity of Banach space-valued autoregressive processes

Author

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  • Allam, Abdelazziz
  • Mourid, Tahar

Abstract

We consider Banach space-valued autoregressive processes. For this class of processes we give sufficient conditions for absolute regularity and strong mixing properties that are useful in limit theorems and statistics.

Suggested Citation

  • Allam, Abdelazziz & Mourid, Tahar, 2002. "Geometric absolute regularity of Banach space-valued autoregressive processes," Statistics & Probability Letters, Elsevier, vol. 60(3), pages 241-252, December.
    • Handle: RePEc:eee:stapro:v:60:y:2002:i:3:p:241-252
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    References listed on IDEAS

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    1. Nummelin, Esa & Tuominen, Pekka, 1982. "Geometric ergodicity of Harris recurrent Marcov chains with applications to renewal theory," Stochastic Processes and their Applications, Elsevier, vol. 12(2), pages 187-202, March.
    2. Tweedie, Richard L., 1975. "Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space," Stochastic Processes and their Applications, Elsevier, vol. 3(4), pages 385-403, October.
    3. Pham, Tuan D. & Tran, Lanh T., 1985. "Some mixing properties of time series models," Stochastic Processes and their Applications, Elsevier, vol. 19(2), pages 297-303, April.
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