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mixing linear processes ARMA processes 1
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Pham, Tuan D. 1 Tran, Lanh T. 1
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Stochastic Processes and their Applications 1
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Some mixing properties of time series models
Pham, Tuan D.; Tran, Lanh T. - In: Stochastic Processes and their Applications 19 (1985) 2, pp. 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.
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