Summary
For strictly stationary sequences, Ψ-mixing at a given mixing rate satisfying a log-convexity condition, does not imply α-mixing at any essentially faster rate.
References
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This work was partially supported by NSF grant MCS 81-01583
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Bradley, R.C. Identical mixing rates. Probab. Th. Rel. Fields 74, 497–503 (1987). https://doi.org/10.1007/BF00363512
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DOI: https://doi.org/10.1007/BF00363512
Keywords
- Stochastic Process
- Probability Theory
- Statistical Theory
- Fast Rate
- Stationary Sequence