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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive
Zap. Nauchn. Sem. 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

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.

UDC: 519

Received: 12.09.2015

Language: English


 English version: Journal of Mathematical Sciences (New York), 2016, 219:5, 639–650

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© Steklov Math. Inst. of RAS, 2024