## Estimating beta-mixing coefficients

by
Daniel J. Mcdonald
,
Cosma Rohilla
,
Shalizi Mark Schervish

### BibTeX

@MISC{Mcdonald_estimatingbeta-mixing,

author = {Daniel J. Mcdonald and Cosma Rohilla and Shalizi Mark Schervish},

title = {Estimating beta-mixing coefficients},

year = {}

}

### OpenURL

### Abstract

The literature on statistical learning for time series assumes the asymptotic independence or “mixing ” of the data-generating process. These mixing assumptions are never tested, and there are no methods for estimating mixing rates from data. We give an estimator for the beta-mixing rate based on a single stationary sample path and show it is L1-risk consistent. 1