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arXiv · 1807.04869

Near-Epoch Dependence in Riesz Spaces

Wen-Chi Kuo·Michael Rogans·Bruce Alastair Watson
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Abstract

The abstraction of the study of stochastic processes to Banach lattices and vector lattices has received much attention by Grobler, Kuo, Labuschagne, Stoica, Troitsky and Watson over the past fifteen years. By contrast mixing processes have received very little attention. In particular mixingales were generalized to the Riesz space setting in {\sc W.-C. Kuo, J.J. Vardy, B.A. Watson,} Mixingales on Riesz spaces, {\em J. Math. Anal. Appl.}, \textbf{402} (2013), 731-738. The concepts of strong and uniform mixing as well as related mixing inequalities were extended to this setting in {\sc W.-C. Kuo, M.J. Rogans, B.A. Watson,} Mixing inequalities in Riesz spaces, {\em J. Math. Anal. Appl.}, \textbf{456} (2017), 992-1004. In the present work we formulate the concept of near-epoch dependence for Riesz space processes and show that if a process is near-epoch dependent and either strong or uniform mixing then the process is a mixingale, giving access to a law of large numbers. The above is applied to autoregessive processes of order 1 in Riesz spaces.

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Wen-Chi Kuo, Michael Rogans, Bruce Alastair Watson. 2018-07-12. Near-Epoch Dependence in Riesz Spaces. https://arxiv.org/abs/1807.04869

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