On mixing properties of some INAR models

DOI10.1007/s10958-016-3136-zzbMath1358.60053arXiv1509.09303OpenAlexW2963047521MaRDI QIDQ503989

Richard C. jun. Bradley

Publication date: 24 January 2017

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.09303

zbMATH Keywords

Poissoninteger-valued autoregressive processes of order 1strictly stationary INAR(1) process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (1)

Local likelihood density estimation on random fields

Cites Work

• Multilinear forms and measures of dependence between random variables
• Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
• Every ``lower psi-mixing Markov chain is ``interlaced rho-mixing
• On Mixing Properties of Reversible Markov Chains
• On composite likelihood estimation of a multivariate INAR(1) model
• On Sequences of Pairs of Dependent Random Variables
• On Strong Mixing Conditions for Stationary Gaussian Processes
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• A Note on the Central Limit Theorems for Dependent Random Variables
• Sharp equivalence between ρ- and τ-mixing coefficients
• The coincidence of measure algebras under an exchangeable probability
• A stationary rho-mixing Markov chain which is not ``interlaced rho-mixing
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