On periodic ergodicity of a general periodic mixed Poisson autoregression
DOI10.1016/j.spl.2017.10.014zbMath1440.62327OpenAlexW2767671428MaRDI QIDQ1698240
Abdelhakim Aknouche, Nacer Demouche, Wissam Bentarzi
Publication date: 15 February 2018
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/79650/2/MPRA_paper_79650.pdf
weak dependenceperiodic ergodicitystrict periodic stationarityperiodic contractionnon-linear INGARCH modelsperiodic mixed Poisson autoregression
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (6)
Cites Work
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