Mixing properties of harris chains and autoregressive processes
- 1 December 1986
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 23 (04) , 880-892
- https://doi.org/10.1017/s0021900200116067
Abstract
Let {Yn: n (·) for {Yn }. Necessary and sufficient conditions for an autoregressive process to be uniform mixing are given.Keywords
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