A note on strong mixing of ARMA processes
- 30 June 1986
- journal article
- Published by Elsevier in Statistics & Probability Letters
- Vol. 4 (4) , 187-190
- https://doi.org/10.1016/0167-7152(86)90064-7
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
- Mixing properties of harris chains and autoregressive processesJournal of Applied Probability, 1986
- Non-strong mixing autoregressive processesJournal of Applied Probability, 1984
- Nonlinear Regression with Dependent ObservationsEconometrica, 1984
- Least Squares Estimates in Stochastic Regression Models with Applications to Identification and Control of Dynamic SystemsThe Annals of Statistics, 1982
- Conditions for linear processes to be strong-mixingProbability Theory and Related Fields, 1981
- A new approach to the limit theory of recurrent Markov chainsTransactions of the American Mathematical Society, 1978
- The Asymptotic Distribution Theory of the Empiric CDF for Mixing Stochastic ProcessesThe Annals of Statistics, 1975
- Strong mixing properties of linear stochastic processesJournal of Applied Probability, 1974