Conditions for Strong and Uniform Mixing in Linear Processes

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.

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Year of publication:	1992
Authors:	Davidson, James
Institutions:	Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
Subject:	Strong mixing \| uniform mixing \| moving avrage process

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Series:	STICERD - Econometrics Paper Series.
Type of publication:	Book / Working Paper
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010720248