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distribution such that the process is strictly stationary and β-mixing. Conditions under which the stationary distribution has …
Persistent link: https://www.econbiz.de/10004977882
In this paper a new mixing condition for sequences of random variables is considered. This mixing condition is termed … ã-mixing. Whereas mixing conditions such as á-mixing are typically defined in terms of entire ó-fields of sets … generated by random variables in the distant past and future, ã-mixing is defined in terms of a smaller class of sets: the …
Persistent link: https://www.econbiz.de/10005047803
that the joint process is strictly stationary and â-mixing. In addition to this, conditions for the existence of moments …
Persistent link: https://www.econbiz.de/10005047884