The mixing rate of a stationary multivariate process
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It is known that for a broad class of multivariate stationary processes, the degree of smoothness of the spectral density function reveals the rates of various types of strong mixing. Issues related to the spectral factorization of the density function play a central role. 1993 Plenum Publishing Corporation.
Journal of Theoretical Probability
author list (cited authors)
Cheng, R., & Pourahmadi, M.
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