Stationary processes whose filtrations are standard
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 |