4 citations · 6 across the 4 of their papers we have counts for
8 papers
Ergodic properties of some Markov chains models in random environments
Lionel Truquet
We study ergodic properties of some Markov chains models in random environments when the random Markov kernels that define the dynamic satisfy some usual drift and small set condit…
Multivariate time series models for mixed data
Zinsou Max Debaly, Lionel Truquet
We introduce a general approach for modeling the dynamic of multivariate time series when the data are of mixed type (binary/count/continuous). Our method is quite flexible and con…
Stationarity and ergodic properties for some observation-driven models in random environments
Paul Doukhan, Michael H. Neumann, Lionel Truquet
The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process.…
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…
Coupling and perturbation techniques for categorical time series
Lionel Truquet
We present a general approach for studying autoregressive categorical time series models with dependence of infinite order and defined conditional on an exogenous covariate process…