Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156782 | Stochastic Processes and their Applications | 2012 | 19 Pages |
Abstract
Relative stability results for weakly dependent and strongly mixing strictly stationary sequences are established. As a consequence, some infinite memory models, including ARCH(1) processes, are relatively stable.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Zbigniew S. Szewczak,