4 citations · 8 across the 8 of their papers we have counts for
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math.ST2019★ 4 cited
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…
math.ST2019★ 1 cited
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…