On mixing properties of some INAR models
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Publication:503989
DOI10.1007/S10958-016-3136-ZzbMATH Open1358.60053arXiv1509.09303OpenAlexW2963047521MaRDI QIDQ503989FDOQ503989
Authors: Richard C. Bradley 
Publication date: 24 January 2017
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Abstract: Strictly stationary INAR(1) ("integer-valued autoregressive processes of order 1") with Poisson innovations are "interlaced rho-mixing".
Full work available at URL: https://arxiv.org/abs/1509.09303
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stationary stochastic processes (60G10)
Cites Work
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Cited In (4)
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