Some mixing properties of tukey's 3R smoother†
作者:
Richard C. Bradley,
期刊:
Stochastics
(Taylor Available online 1984)
卷期:
Volume 11,
issue 3-4
页码: 249-264
ISSN:0090-9491
年代: 1984
DOI:10.1080/17442508408833288
出版商: Gordon and Breach Science Publishers Inc
数据来源: Taylor
摘要:
Suppose Tukey's 3R (“running median”) smoothing algorithm is applied to a strictly stationary sequence X: = (Xk) of random variables, thereby creating a new stationary sequence Xœ IfXsatisfies the strong (Rosenblatt) mixing condition, then so does .Xœ If X is an i.i.d. sequence with each X(k:) uniformly distributed on the interval [0,1], then Xœ fails to be (mixing. Thus two questions ofC. Mallows are answered.
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