Athreya, Krishna B. ; Pantula, Sastry G. (1986) A note on strong mixing of ARMA processes Statistics & Probability Letters, 4 (4). pp. 187-190. ISSN 0167-7152
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/016771...
Related URL: http://dx.doi.org/10.1016/0167-7152(86)90064-7
Abstract
We establish that certain stationary autoregressive moving average (ARMA) processes are strong mixing.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Harris Chain; Stationary Processes; Strong and Uniform Mixing |
| ID Code: | 1129 |
| Deposited On: | 05 Oct 2010 12:53 |
| Last Modified: | 12 May 2011 10:04 |
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