We consider strictly stationary infinitely divisible processes and first extend the mixing conditions given in Maruyama [18] and Rosinski and Zak [23] from the univariate to the d-dimensional case. Thereafter, we show that multivariate Lévy-driven mixed moving average processes satisfy these conditions and hence a wide range of well-known processes such as superpositions of Ornstein-Uhlenbeck (supOU) processes or (fractionally integrated) continuous time autoregressive moving average (CARMA) processes are always mixing. Finally, mixing of the log-returns and the integrated volatility process of a multivariate supOU type stochastic volatility model, recently introduced in Barndorff-Nielsen and Stelzer [5], is established.     «

We consider strictly stationary infinitely divisible processes and first extend the mixing conditions given in Maruyama [18] and Rosinski and Zak [23] from the univariate to the d-dimensional case. Thereafter, we show that multivariate Lévy-driven mixed moving average processes satisfy these conditions and hence a wide range of well-known processes such as superpositions of Ornstein-Uhlenbeck (supOU) processes or (fractionally integrated) continuous time autoregressive moving average (CARM...     »