Non-strong mixing autoregressive processes
- 1 December 1984
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 21 (4), 930-934
- https://doi.org/10.2307/3213710
Abstract
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.Keywords
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