Mixing Properties of Harris Chains and Time Series Krishna
نویسندگان
چکیده
Let {Y :n ~ o} be a Harris-recurrent Markov chain on a general state n space. It is shown that {Y J is strong mixing, provided there exists a n stationary probability distribution ~(.) for {Y}. We use this result to n establish that certain stationary autoregressive moving average processes are strong mixing. Necessary and sufficient conditions for a first order autoregressive process to be uniform mixing are given. Xey wores: Sr:"ong and um_jorm ml,X7-ng 3 autoregressive moving aver"J.ge proce8ses 3 Hal'l'is reccl!'ren. t cha.ins.
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