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$β$-mixing and moments properties of a non-stationary copula-based Markov process
Published 5 Apr 2017 in math.ST and stat.TH | (1704.01458v1)
Abstract: This paper provides conditions under which a non-stationary copula-based Markov process is $\beta$-mixing. We introduce, as a particular case, a convolution-based gaussian Markov process which generalizes the standard random walk allowing the increments to be dependent.
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