On mixing properties of some INAR models

DOI10.1007/S10958-016-3136-ZMaRDI QIDQ503989zbMATH OpenOpenAlexFDO

Authors Richard C. Bradley

Publication date 24 January 2017

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1509.09303

zbMATH Keywords

Poissoninteger-valued autoregressive processes of order 1strictly stationary INAR(1) process

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stationary stochastic processes (60G10)

Abstract: Strictly stationary INAR(1) ("integer-valued autoregressive processes of order 1") with Poisson innovations are "interlaced rho-mixing".

Cites work

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Cited in

(4)

• A mixed INAR(p) model
• The Sichel model and the mixing and truncation order
• Local likelihood density estimation on random fields
• scientific article; zbMATH DE number 7234887 (Why is no real title available?)

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