A riesz space characterisation of mixing, mixingales and near-epoch dependence
Date
2018
Authors
Rogans, Michael
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Abstract
Various contributions have been made to the study of stochastic processes in the
abstract setting of Riesz spaces, and include topics such as conditional expectation,
martingales and independence. This dissertation provides a review of those topics
and extends the work done by Grobler, Kuo, Labuschagne, Stoica, Watson and
others by considering the notions of mixing, mixingales and near-epoch dependence
in a Riesz space.
Description
It is being submitted
for the Degree of Doctor of Philosophy in the University of the Witwatersrand,
Johannesburg.
Signed on the 29th day of November 2018, at Johannesburg, South Africa.