Some mixing properties of time series models
AbstractSufficient conditions are given for linear processes and ARMA processes to have the Gaswirth and Rubin mixing condition. The mixing rates are also determined.
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Bibliographic InfoArticle provided by Elsevier in its journal Stochastic Processes and their Applications.
Volume (Year): 19 (1985)
Issue (Month): 2 (April)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description
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