The Equivalence of Ergodicity and Weak Mixing for Infinitely Divisible Processes
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DOI: 10.1023/A:1022690230759
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References listed on IDEAS
- Rosinski, Jan & Zak, Tomasz, 1996. "Simple conditions for mixing of infinitely divisible processes," Stochastic Processes and their Applications, Elsevier, vol. 61(2), pages 277-288, February.
- Gross, Aaron & Robertson, James B., 1993. "Ergodic properties of random measures on stationary sequences of sets," Stochastic Processes and their Applications, Elsevier, vol. 46(2), pages 249-265, June.
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Cited by:
- Zakhar Kabluchko & Mikhail Lifshits, 2017. "Least Energy Approximation for Processes with Stationary Increments," Journal of Theoretical Probability, Springer, vol. 30(1), pages 268-296, March.
- Valentin Courgeau & Almut E. D. Veraart, 2022. "Likelihood theory for the graph Ornstein-Uhlenbeck process," Statistical Inference for Stochastic Processes, Springer, vol. 25(2), pages 227-260, July.
- Tomasz Bojdecki & Luis G. Gorostiza & Anna Talarczyk, 2015. "From intersection local time to the Rosenblatt process," Journal of Theoretical Probability, Springer, vol. 28(3), pages 1227-1249, September.
- Riccardo Passeggeri & Almut E. D. Veraart, 2019. "Mixing Properties of Multivariate Infinitely Divisible Random Fields," Journal of Theoretical Probability, Springer, vol. 32(4), pages 1845-1879, December.
- Karling, Maicon J. & Lopes, Sílvia R.C. & de Souza, Roberto M., 2023. "Multivariate α-stable distributions: VAR(1) processes, measures of dependence and their estimations," Journal of Multivariate Analysis, Elsevier, vol. 195(C).
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Keywords
Stationary process; ergodicity; weak mixing; infinitely divisible process;All these keywords.
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