On Mixing Properties of Some INAR Models

On Mixing Properties of Some INAR Models

Strictly stationary INAR(1) processes (“integer-valued autoregressive processes of order 1”) with Poisson innovations are “interlaced ρ-mixing.” Bibliography: 20 titles.

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Veröffentlicht in:Journal of mathematical sciences (New York, N.Y.) N.Y.), 2016-12, Vol.219 (5), p.639-650
1. Verfasser: Bradley, R. C.
Format: Artikel
Sprache:eng
Schlagworte:
Autoregressive processes
Mathematics
Mathematics and Statistics
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Zusammenfassung:Strictly stationary INAR(1) processes (“integer-valued autoregressive processes of order 1”) with Poisson innovations are “interlaced ρ-mixing.” Bibliography: 20 titles.
ISSN:1072-3374
1573-8795
DOI:10.1007/s10958-016-3136-z