Mixing properties of non-stationary INGARCH(1, 1) processes




Faculty/Professorship: Mathematics for Business and Economics  
Author(s): Doukhan, Paul; Leucht, Anne  ; Neumann, Michael H.
Title of the Journal: Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability
ISSN: 1573-9759
Publisher Information: Aarhus
Year of publication: 2021
Issue: Version: April 8, 2021
Pages: 25
Language(s): English
Document Type: Preprint
URI: https://fis.uni-bamberg.de/handle/uniba/52082
Release Date: 16. November 2021