On weak dependence conditions for Poisson autoregressions

DOI10.1016/j.spl.2012.01.015zbMath1241.62109OpenAlexW1976232887MaRDI QIDQ433580

Paul Doukhan, Konstantinos Fokianos, Dag Tjøstheim

Publication date: 5 July 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.01.015

zbMATH Keywords

prediction stationarity limit theorems autocorrelation generalized linear models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Generalized linear models (logistic models) (62J12)

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