Some mixing properties of time series models

Sufficient 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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Year of publication:	1985
Authors:	Pham, Tuan D. ; Tran, Lanh T.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 19.1985, 2, p. 297-303
Publisher:	Elsevier
Subject:	mixing linear processes ARMA processes

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874749