Stationary processes whose filtrations are standard

Bressaud X; Maass A.; Martínez, S.; San Martin, J

Abstract

We study the standard property of the natural filtration associated to a 0-1 valued stationary process. In our main result we show that if the process has summable memory decay, then the associated filtration is standard. We prove it by coupling techniques. For a process whose associated filtration is standard, we construct a product type filtration extending it, based upon the usual couplings and the Vershik's criterion for standardness. © Institute of Mathematical Statistics, 2006.

Más información

Título según WOS: Stationary processes whose filtrations are standard
Título según SCOPUS: Stationary processes whose filtrations are standard
Título de la Revista: ANNALS OF PROBABILITY
Volumen: 34
Número: 4
Editorial: INST MATHEMATICAL STATISTICS
Fecha de publicación: 2006
Página de inicio: 1589
Página final: 1600
Idioma: English
URL: http://projecteuclid.org/getRecord?id=euclid.aop/1158673328
DOI:

10.1214/009117906000000151

Notas: ISI, SCOPUS