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
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)
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