Spectral Density for Third Order Cumulants under Strong Mixing Conditions |
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Authors: | Curtis Miller |
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Institution: | Department of Statistics, Kansas State University, Manhattan, Kansas, 66506-0802, f1 |
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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(Xa, Xb, Xc) of X has a continuous spectral density. We do not begin with the assumption that the cumulants are absolutely summable. |
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Keywords: | cumulants spectral density strong mixing |
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