Home > Research > Publications & Outputs > On weak dependence conditions

Links

Text available via DOI:

View graph of relations

On weak dependence conditions: The case of discrete valued processes

Research output: Contribution to journalJournal article

Published
<mark>Journal publication date</mark>11/2012
<mark>Journal</mark>Statistics and Probability Letters
Issue number11
Volume82
Number of pages8
Pages (from-to)1941-1948
Publication statusPublished
Early online date26/06/12
Original languageEnglish

Abstract

We investigate the relationship between weak dependence and mixing for discrete valued processes. We show that weak dependence implies mixing conditions under natural assumptions. The results specialize to the case of Markov processes. Several examples of integer valued processes are discussed and their weak dependence properties are investigated by means of a contraction principle. In fact, we show the stronger result that the mixing coefficients for infinite memory weakly dependent models decay geometrically fast. Hence, all integer values models that we consider have weak dependence coefficients which decay geometrically fast.