Article Dans Une Revue Communications in Statistics - Theory and Methods Année : 2016

Some mixing properties of conditionally independent processes

Résumé

In this paper we consider conditionally independent processes with respect to some dynamic factor. We derive some mixing properties for random processes when conditioning is given with respect to unbounded memory of the factor. Our work is motivated by some real examples related to risk theory.

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hal-00670649 , version 1 (15-02-2012)

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  • HAL Id : hal-00670649 , version 1

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Manel Kacem, Stéphane Loisel, Véronique Maume-Deschamps. Some mixing properties of conditionally independent processes. Communications in Statistics - Theory and Methods, 2016, 45 (5), pp.1241-1259. ⟨hal-00670649⟩
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