On mixing properties of some INAR models
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 22, Tome 441 (2015), pp. 56-72
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Strictly stationary INAR(1) processes (“integer-valued autoregressive processes of order 1”) with Poisson innovations are "interlaced $\rho$-mixing".
@article{ZNSL_2015_441_a5,
author = {R. C. Bradley},
title = {On mixing properties of some {INAR} models},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {56--72},
publisher = {mathdoc},
volume = {441},
year = {2015},
language = {en},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2015_441_a5/}
}
R. C. Bradley. On mixing properties of some INAR models. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 22, Tome 441 (2015), pp. 56-72. http://geodesic.mathdoc.fr/item/ZNSL_2015_441_a5/