Mixing properties of non-stationary INGARCH(1, 1) processes

DOI10.3150/21-BEJ1362MaRDI QIDQ2073232zbMATH OpenFDO

Authors Paul Doukhan, Anne Leucht, Michael H. Neumann

Publication date 1 February 2022

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2011.05854, https://projecteuclid.org/journals/bernoulli/volume-28/issue-1/Mixing-properties-of-non-stationary-INGARCH11-processes/10.3150/21-BEJ1362.full

zbMATH Keywords

mixingcouplingabsolute regularityINGARCH

Mathematics Subject Classification ID

Parametric inference (62Fxx) Limit theorems in probability theory (60Fxx) Inference from stochastic processes (62Mxx)

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Cited in

(6)

• A log-linear model for non-stationary time series of counts
• Mixing properties of non-stationary INGARCH(1,1) processes
• Mixing Properties of a Class of Bernoulli-Processes
• A maximum likelihood and regenerative bootstrap approach for estimation and forecasting of INAR( p ) processes with zero-inflated innovations
• Ergodicity and mixing properties of the northeast model
• MIXING IN THE ABSENCE OF THE SHRINKING TARGET PROPERTY

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