Abstract
It is established that if a time series satisfies the Berman condition, and another related (summability) condition, the result of filtering that series through a certain type of filter also satisfies the two conditions. In particular it follows that if Xt satisfies the two conditions and if Xt and at are related by an invertible ARMA model, then the at satisfy the two conditions.
Citation
Rolf Turner. Patrick Chareka. "A note on the Berman condition." Braz. J. Probab. Stat. 26 (1) 82 - 87, February 2012. https://doi.org/10.1214/10-BJPS119
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