2023/11/17 by Debaly, Zinsou Max, Neumann, Michael H., Truquet, Lionel
#FOS: Mathematics #Statistics Theory (math.ST)
paper · doi:10.48550/arxiv.2311.10692
We prove absolute regularity (β-mixing) for nonstationary and multivariate versions of two popular classes of integer-valued processes. We show how this result can be used to prove asymptotic normality of a least squares estimator of an involved model parameter.