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تسجيل مستخدم جديدEstimating $beta$-mixing coefficients
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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, nor are there 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 $L_1$-risk consistent.
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