Strong mixing properties of discrete-valued time series with exogenous covariates

DOI10.1016/j.spa.2023.03.006arXiv2112.03121MaRDI QIDQ6044255

Lionel Truquet

Publication date: 17 May 2023

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.03121

zbMATH Keywords

momentsstationarityrandom mapsINGARCH models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

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