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Spectral Density for Third Order Cumulants under Strong Mixing Conditions
Authors:Curtis Miller
Institution:Department of Statistics, Kansas State University, Manhattan, Kansas, 66506-0802, f1
Abstract:If X{Xv: v d} is a strictly stationary random field, with X0 bounded and expressible as a sum of indicator functions satisfying certain conditions, if the mixing coefficient α(s) is summable over d (that, is, ∑m md−1α(m)<∞), and if a mixing condition involving three sets is satisfied, then the third order cumulant Cum(XaXbXc) of X has a continuous spectral density. We do not begin with the assumption that the cumulants are absolutely summable.
Keywords:cumulants  spectral density  strong mixing
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