Some mixing properties of time series models

Tuan D. Pham and Lanh T. Tran

Stochastic Processes and their Applications, 1985, vol. 19, issue 2, 297-303

Abstract: Sufficient conditions are given for linear processes and ARMA processes to have the Gaswirth and Rubin mixing condition. The mixing rates are also determined.

Keywords: mixing; linear; processes; ARMA; processes (search for similar items in EconPapers)
Date: 1985
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Citations: View citations in EconPapers (73)

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