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Estimating Beta-Mixing Coefficients by Magnifico FangaWoro is a document available to read on EtoBox.

This paper introduces a novel method for estimating beta-mixing coefficients from stationary time series data using d-dimensional histogram density estimates. The authors demonstrate that their estimator is risk consistent and converges to the true mixing coefficient as the memory length increases. The methodology is validated through simulations and a real-data example, providing insights into both known and unknown mixing regimes.

Author

Magnifico FangaWoro

Language

EN