• Medientyp: Bericht; E-Book
  • Titel: Weak Dependence of Functional INGARCH Processes
  • Beteiligte: Franke, Jürgen [VerfasserIn]
  • Erschienen: KLUEDO - Publication Server of University of Kaiserslautern-Landau (RPTU), 2010
  • Sprache: Englisch
  • Schlagwörter: integer GARCH ; weak dependence ; Poisson regression ; integer-valued time series ; count data
  • Entstehung:
  • Anmerkungen: Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.
  • Beschreibung: We introduce a class of models for time series of counts which include INGARCH-type models as well as log linear models for conditionally Poisson distributed data. For those processes, we formulate simple conditions for stationarity and weak dependence with a geometric rate. The coupling argument used in the proof serves as a role model for a similar treatment of integer-valued time series models based on other types of thinning operations.
  • Zugangsstatus: Freier Zugang