Some mixing properties of conditionally independent processes

被引：1
|
作者：
Kacem, Manel [1 ]
Loisel, Stephane [2 ]
Maume-Deschamps, Veronique [3 ]
机构：
[1] Univ Sousse, LaREMFiQ IHEC, 40 Route Ceinture, Sousse 4054, Tunisia
[2] Univ Lyon 1, Lab SAF, Inst Sci Financiere & Assurances, F-69365 Lyon, France
[3] Univ Lyon 1, Inst Camille Jordan, UMR CNRS 5208, F-69622 Villeurbanne, France
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2016年 / 45卷 / 05期
关键词：
Conditional independence; Central limit theorem; Mixing properties; Risk processes; 60F05; 60E15; 60G10; 91B30;
D O I：
10.1080/03610926.2013.851235
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we consider conditionally independent processes with respect to some dynamic factor. More precisely, we assume that for all n, random variables (X-i)(i <= n) are conditionally independent given V-n = (V-1,..., V-n). We study the mixing properties of the process (X-i)(i is an element of N) and we provide an asymptotic result. Our work is motivated by some examples related to risk theory.
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页码：1241 / 1259
页数：19
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