I read this from an econometrics paper
" The typical hypothesis which is imposed in the time series literature is that the $u_t$'s are either independent and identically distributed (i.i.d.) or a martingale difference sequence (m.d.s.). In this work, we do not impose such strong assumptions..... We only assume that it satisfies a strong mixing condition. "
By strong mixing, the authors mean an $\alpha$-mixing condition.
Question: Does a m.d.s. imply strong mixing? Thanks
P.s. I did some googling for a few days and I cant seem to find satisfactory answers.