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Short-range dependent processes subordinated to the Gaussian may not be strong mixing
Published 19 Aug 2015 in math.PR, math.ST, and stat.TH | (1508.04520v1)
Abstract: There are all kinds of weak dependence. For example, strong mixing. Short-range dependence (SRD) is also a form of weak dependence. It occurs in the context of processes that are subordinated to the Gaussian. Is a SRD process strong mixing if the underlying Gaussian process is long-range dependent? We show that this is not necessarily the case.
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