Ergodicity conditions for a double mixed Poisson autoregression
type: Item
instance of: scholarly article
title: Ergodicity conditions for a double mixed Poisson autoregression
zbMATH Open document ID: 1450.62107
author: Abdelhakim Aknouche
author: Nacer Demmouche
published in: Statistics \& Probability Letters
publication date: 2019-02-20T00:00:00Z
full work available at URL: MPRA paper 88843.pdf
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M02
zbMATH DE Number: 7026307
zbMATH Keywords: double mixed Poisson autoregression
zbMATH Keywords: Markov switching INGARCH
zbMATH Keywords: negative binomial mixture INGARCH
zbMATH Keywords: ergodicity
zbMATH Keywords: weak dependence
zbMATH Keywords: contraction in mean
MaRDI profile type: Publication
OpenAlex ID: W2905645835
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DOI: 10.1016/J.SPL.2018.11.030
description: scientific article; zbMATH DE number 7026307