On weak dependence conditions for Poisson autoregressions

We 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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Year of publication:	2012
Authors:	Doukhan, Paul ; Fokianos, Konstantinos ; Tjøstheim, Dag
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 5, p. 942-948
Publisher:	Elsevier
Subject:	Autocorrelation \| Generalized linear models \| Limit theorems \| Prediction \| Stationarity

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011039818