Email this article On Mixing Properties of Some INAR Models
- Authors: Bradley R.C.1
-
Affiliations:
- Indiana University
- Issue: Vol 219, No 5 (2016)
- Pages: 639-650
- Section: Article
- URL: https://journal-vniispk.ru/1072-3374/article/view/238645
- DOI: https://doi.org/10.1007/s10958-016-3136-z
- ID: 238645
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Abstract
Strictly stationary INAR(1) processes (“integer-valued autoregressive processes of order 1”) with Poisson innovations are “interlaced ρ-mixing.” Bibliography: 20 titles.
About the authors
R. C. Bradley
Indiana University
Author for correspondence.
Email: bradleyr@indiana.edu
United States, Bloomington, Indiana
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