4 papers
Theory and inference for multivariate autoregressive binary models with an application to absence-presence data in ecology
Guillaume Franchi, Lionel Truquet
We introduce a general class of autoregressive models for studying the dynamic of multivariate binary time series with stationary exogenous covariates. Using a high-level set of as…
Strong mixing properties of discrete-valued time series with exogenous covariates
Lionel Truquet
We derive strong mixing conditions for many existing discrete-valued time series models that include exogenous covariates in the dynamic. Our main contribution is to study how a mi…
Root-n consistent estimation of the marginal density in some time series models
Lionel Truquet
In this paper, we consider the problem of estimating the marginal density in some nonlinear autoregressive time series models for which the conditional mean and variance have a par…
Local stationarity and time-inhomogeneous Markov chains
Lionel Truquet
In this paper, we study a notion of local stationarity for discrete time Markov chains which is useful for applications in statistics. In the spirit of some locally stationary proc…