On weak dependence conditions for Poisson autoregressions
AbstractWe consider generalized linear models for regression modeling of count time series. We give easily verifiable conditions for obtaining weak dependence for such models. These results enable the development of maximum likelihood inference under minimal conditions. Some examples which are useful to applications are discussed in detail.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 82 (2012)
Issue (Month): 5 ()
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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