Mixing properties of non-stationary INGARCH(1, 1) processes
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Publication:2073232
DOI10.3150/21-BEJ1362MaRDI QIDQ2073232FDOQ2073232
Paul Doukhan, Michael H. Neumann, Anne Leucht
Publication date: 1 February 2022
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2011.05854
Parametric inference (62Fxx) Limit theorems in probability theory (60Fxx) Inference from stochastic processes (62Mxx)
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Cited In (6)
- Mixing Properties of a Class of Bernoulli-Processes
- Mixing properties of non-stationary INGARCH(1,1) processes
- MIXING IN THE ABSENCE OF THE SHRINKING TARGET PROPERTY
- A log-linear model for non-stationary time series of counts
- 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
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