Conditions for Strong and Uniform Mixing in Linear Processes

James Davidson

STICERD - Econometrics Paper Series from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE

Abstract: A sufficiency condition for strong mixing in infinite order moving average processes due to Gorodetski (1977) is extended, showing how smoothness conditions on the marginal distributions can be traded off against summability conditions on the MA coefficients. A version of the theorem is also proved for the mixing case, imposing a.s. boundedness.

Keywords: Strong mixing; uniform mixing; moving avrage process (search for similar items in EconPapers)
Date: 1992
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Persistent link: https://EconPapers.repec.org/RePEc:cep:stiecm:251

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