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Zapiski Nauchnykh Seminarov POMI, 2015, Volume 441, Pages 56–72 (Mi znsl6227)  
On mixing properties of some INAR models

R. C. Bradley

Department of Mathematics, Indiana University, Bloomington, Indiana 47405, USA
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Abstract: Strictly stationary INAR(1) processes (“integer-valued autoregressive processes of order 1”) with Poisson innovations are "interlaced $\rho$-mixing".
Key words and phrases: INAR processes, mixing.
Received: 12.09.2015
English version:
Journal of Mathematical Sciences (New York), 2016, Volume 219, Issue 5, Pages 639–650
DOI: https://doi.org/10.1007/s10958-016-3136-z
Bibliographic databases:
Document Type: Article
UDC: 519
Language: English
Citation: R. C. Bradley, “On mixing properties of some INAR models”, Probability and statistics. Part 22, Zap. Nauchn. Sem. POMI, 441, POMI, St. Petersburg, 2015, 56–72; J. Math. Sci. (N. Y.), 219:5 (2016), 639–650
Citation in format AMSBIB
\Bibitem{Bra15}
\by R.~C.~Bradley
\paper On mixing properties of some INAR models
\inbook Probability and statistics. Part~22
\serial Zap. Nauchn. Sem. POMI
\yr 2015
\vol 441
\pages 56--72
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6227}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3504499}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2016
\vol 219
\issue 5
\pages 639--650
\crossref{https://doi.org/10.1007/s10958-016-3136-z}
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