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Non-strong mixing autoregressive processes

Non-strong mixing autoregressive processes <jats:p>Certain first-order autoregressive processes are shown not to be strong mixing. A direct proof is given. This proof gives considerably more insight into the nature of the result than do proofs by contradiction. The result and proof help to clarify the relation between the autoregressive and strong mixing conditions.</jats:p> http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Journal of Applied Probability CrossRef

Non-strong mixing autoregressive processes

Journal of Applied Probability , Volume 21 (4): 930-934 – Dec 1, 1984

Non-strong mixing autoregressive processes


Abstract

<jats:p>Certain first-order autoregressive processes are shown not to be strong mixing. A direct proof is given. This proof gives considerably more insight into the nature of the result than do proofs by contradiction. The result and proof help to clarify the relation between the autoregressive and strong mixing conditions.</jats:p>

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Publisher
CrossRef
ISSN
0021-9002
DOI
10.2307/3213710
Publisher site
See Article on Publisher Site

Abstract

<jats:p>Certain first-order autoregressive processes are shown not to be strong mixing. A direct proof is given. This proof gives considerably more insight into the nature of the result than do proofs by contradiction. The result and proof help to clarify the relation between the autoregressive and strong mixing conditions.</jats:p>

Journal

Journal of Applied ProbabilityCrossRef

Published: Dec 1, 1984

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