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Some mixing properties of time series models |
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| Authors: | Tuan D Pham Lanh T Tran |
| Institution: | IMAG, Université de Grenoble, 38041 Grenoble, France;Department of Mathematics, Indiana University, Bloomington, IN 47405, USA |
| 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: | Primary 62M10 Secondary 60G10 62F10 mixing linear processes ARMA processes |
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