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Abstract:

Econometrics Paper
Conditions for Strong and Uniform Mixing in Linear Processes
James Davidson
 1992
Paper No' EM/1992/251:


Tags: strong mixing; uniform mixing; moving avrage process

A sufficiency condition for strong mixing in infinite order moving average processes due to Gorodetski (1977) is extended, showing how smoothness conditions on the marginal distributions can be traded off against summability conditions on the MA coefficients. A version of the theorem is also proved for the mixing case, imposing a.s. boundedness.