DISTRIBUTION PROCESSES OF THE FRACTIONAL ARMA TYPE,
MIXING PROPERTIES
L. Bel
G. Oppenheim
L. Robbiano
M. C. Viano
Abstract: In this paper we firstly study the inverse Laplace transform of
The distribution is then used to define a family of linear
distribution processes. This family generalizes the so-called fractional ARMA processes
which were introduced by Viano et al. [14] in the case of square
integrable Using previous results [1] we describe the regularity properties of the
distribution process associated with Finally, we give a definition of the mixing
coefficients suitable for distribution processes, and we obtain conditions on the
parameters with needed for fractional ARMA distribution processes to be mixing.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -