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A new mixing condition

Abstract:

In this paper a new mixing condition for sequences of random variables is considered. This mixing condition is termed ã-mixing. Whereas mixing conditions such as á-mixing are typically defined in terms of entire ó-fields of sets generated by random variables in the distant past and future, ã-mixing is defined in terms of a smaller class of sets: the finite dimensional cylinder sets. This leads to a definition of mixing more general than those in cur...

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Publication status:
Published

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Publisher:
University of Oxford
Series:
Department of Economics Discussion Paper Series
Publication date:
2007-09-01
Paper number:
348
Keywords:
Pubs id:
1144089
Local pid:
pubs:1144089
Deposit date:
2020-12-15

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