arXiv Open Access 2015

On Mixing Properties of Some INAR Models

Richard C. Bradley

Lihat Sumber

Abstrak

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

math.PR

Richard C. Bradley

APA MLA BibTeX

Bradley, R.C. (2015). On Mixing Properties of Some INAR Models. https://arxiv.org/abs/1509.09303

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