The mixing rate of a stationary multivariate process Academic Article uri icon

abstract

  • 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.

published proceedings

  • Journal of Theoretical Probability

author list (cited authors)

  • Cheng, R., & Pourahmadi, M.

citation count

  • 1

complete list of authors

  • Cheng, R||Pourahmadi, M

publication date

  • January 1, 1993 11:11 AM