Corrigendum to: ``On weak dependence conditions: the case of discrete valued processes

DOI10.1016/J.SPL.2012.10.018MaRDI QIDQ1950685zbMATH OpenOpenAlexFDO

Authors Paul Doukhan, Konstantinos Fokianos, Xiaoyin Li

Publication date 13 May 2013

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

Full work available at URL https://doi.org/10.1016/j.spl.2012.10.018

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Exchangeability for stochastic processes (60G09) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(4)

• Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes
• Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes
• Correction to ``On weak dependence conditions for Poisson autoregressions
• Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity

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