On Mixing Properties of Some INAR Models

2015/09/30 by Bradley, Richard C.
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1509.09303

Abstract

Strictly stationary INAR(1) ("integer-valued autoregressive processes of order 1") with Poisson innovations are "interlaced rho-mixing".

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