Stochastic Processes and their ApplicationsVolume 29, Issue 2, September 1988, Pages 309-315Mixing properties of ARMA processesAuthor links open overlay panelAbdelkader MokkademShow moreShareCitehttps://doi.org/10.1016/0304-4149(88)90045-2Get rights and contentUnder an Elsevier user licenseopen archiveAbstractIn this paper, we show that stationary vector ARMA processes are geometrically completely regular, and hence geometrically strong mixing, provided the innovations have absolutely continuous distribution with respect to Lebesgue measure.Previous article in issueNext article in issueKeywordsARMA processMarkov chaingeometric ergodicitycomplete regularityRecommended articlesCited by (0)Copyright © 1988 Published by Elsevier B.V.