On weak dependence conditions: The case of discrete valued processes
Authors:
- Paul DoukhanPDPaul Doukhan
- Konstantinos FokianosKFKonstantinos Fokianos
- Xiaoyin LiXLXiaoyin Li
- 1 November 2012
- journal article
- Published by Elsevier in Statistics & Probability Letters
- Vol. 82 (11) , 1941-1948
Abstract
No abstract availableKeywords
This publication has 18 references indexed in Scilit:
- Absolute regularity and ergodicity of Poisson count processesBernoulli, 2011
- A p-Order signed integer-valued autoregressive (SINAR(p)) modelJournal of Time Series Analysis, 2010
- Note on integer-valued bilinear time series modelsStatistics & Probability Letters, 2008
- A simple integer-valued bilinear time series modelAdvances in Applied Probability, 2006
- Inference for pth‐order random coefficient integer‐valued autoregressive processesJournal of Time Series Analysis, 2006
- Limit theorems for iterated random functionsJournal of Applied Probability, 2004
- Strict Stationarity of Generalized Autoregressive ProcessesThe Annals of Probability, 1992
- THE INTEGER‐VALUED AUTOREGRESSIVE (INAR(p)) MODELJournal of Time Series Analysis, 1991
- An integer-valuedpth-order autoregressive structure (INAR(p)) processJournal of Applied Probability, 1990
- Non-strong mixing autoregressive processesJournal of Applied Probability, 1984