4 citations · 7 across the 5 of their papers we have counts for
4 papers · 1 filter
Uniform Gaussian Approximation for The Quasi-Likelihood Estimator for a Weakly Dependent Nonlinear Time Series Models
Zinsou Max Debaly, Arsene Brice Zotsa-Ngoufack
We study estimation and inference for a semiparametric class of time series models that specify only the conditional expectation, which is a known link function applied to a linear…
Mixing properties of nonstationary multivariate count processes
Zinsou Max Debaly, Michael H. Neumann, Lionel Truquet
We prove absolute regularity (-mixing) for nonstationary and multivariate versions of two popular classes of integer-valued processes. We show how this result can be used to pro…
Stationarity and Moment Properties of some Multivariate Count Autoregressions
Zinsou Max Debaly, Lionel Truquet
We study stationarity and moments properties of some count time series models from contraction and stability properties of iterated random maps. Both univariate and multivariate pr…
Iterations of dependent random maps and exogeneity in nonlinear dynamics
Max Zinsou Debaly, Lionel Truquet
We discuss existence and uniqueness of stationary and ergodic nonlinear autoregressive processes when exogenous regressors are incorporated in the dynamic. To this end, we consider…