Mixing properties of non-stationary INGARCH(1, 1) processes
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Publication:2073232
DOI10.3150/21-BEJ1362MaRDI QIDQ2073232
Paul Doukhan, Michael H. Neumann, Anne Leucht
Publication date: 1 February 2022
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2011.05854
Parametric inference (62Fxx) Inference from stochastic processes (62Mxx) Limit theorems in probability theory (60Fxx)
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