Ergodicity conditions for a double mixed Poisson autoregression (Q1726882)
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scientific article; zbMATH DE number 7026307
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodicity conditions for a double mixed Poisson autoregression |
scientific article; zbMATH DE number 7026307 |
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Ergodicity conditions for a double mixed Poisson autoregression (English)
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20 February 2019
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double mixed Poisson autoregression
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Markov switching INGARCH
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negative binomial mixture INGARCH
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ergodicity
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weak dependence
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contraction in mean
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