On Mixing Properties of Some INAR Models
arXiv:1509.09303
Abstract
Strictly stationary INAR(1) ("integer-valued autoregressive processes of order 1") with Poisson innovations are "interlaced rho-mixing".
arXiv:1509.09303
Strictly stationary INAR(1) ("integer-valued autoregressive processes of order 1") with Poisson innovations are "interlaced rho-mixing".