Lower Tail Dependent Archimedean Copulas and Temporal Dependence

We study the dependence properties of stationary Markov chains generated by lower tail dependent Archimedean copulas. Under some simple regularity conditions, we show that regular variation of the generator function at zero implies that the associated rate of beta-mixing is geometric or faster. S… ufficiently rapid variation of the generator function at zero forces the rate of alpha-mixing to be no faster than polynomial, leading to a Markovian form of long memory.