Some mixing properties of time series models

DOI10.1016/0304-4149(85)90031-6zbMath0564.62068OpenAlexW1989089774MaRDI QIDQ1058250

Publication date: 1985

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(85)90031-6

zbMATH Keywords

time series linear processes ARMA processes absolute regularity weakly dependent processes mixing rates absolute regular processes Gastwirth and Rubin mixing condition

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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