distribution such that the process is strictly stationary and β-mixing. Conditions under which the stationary distribution has …

stationary strong mixing case are given. In contrast to standard nonparametric limit theory, local level and local linear …

study this link using two notions of temporal dependence: β−mixing and ρ−mixing. Weshow that β−mixing and ρ−mixing with … exponential decay are essentially equivalent concepts for scalar diffusions. For stationary diffusions that fail to be ρ−mixing …, we show that they are still β−mixing except that the decay rates are slower than exponential. For such processes we find …

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 …

that the joint process is strictly stationary and â-mixing. In addition to this, conditions for the existence of moments …