Comments on: Some recent theory for autoregressive count time series (Q5970627): Difference between revisions

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+Integer-valued Lévy processes and low latency financial econometrics
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+Weak dependence. With examples and applications.
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+Mixing: Properties and examples
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+A new weak dependence condition and applications to moment inequalities
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+Weakly dependent chains with infinite memory
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+A simple integer-valued bilinear time series model
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+On weak dependence conditions: the case of discrete valued processes
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+On weak dependence conditions for Poisson autoregressions
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+Stochastic Models That Separate Fractal Dimension and the Hurst Effect
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+Uniqueness of the invariant measure for a stochastic PDE driven by degenerate noise
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+Ergodicity of the 2D Navier-Stokes equations with degenerate stochastic forcing
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+Quantitative convergence rates of Markov chains: A simple account
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+Q4088082
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+Stationarity of generalized autoregressive moving average models
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+Asymptotic theory for stationary processes
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+Limit theorems for iterated random functions
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