• Article  

      Estimation and testing linearity for non-linear mixed poisson autoregressions 

      Christou, V.; Fokianos, Konstantinos (2015)
      Non-linear mixed Poisson autoregressive models are studied for the analysis of count time series. Given a correct mean specification of the model, we discuss quasi maximum likelihood estimation based on Poisson log-likelihood ...
    • Article  

      On weak dependence conditions: The case of discrete valued processes 

      Doukhan, P.; Fokianos, Konstantinos; Li, X. (2012)
      We investigate the relationship between weak dependence and mixing for discrete valued processes. We show that weak dependence implies mixing conditions under natural assumptions. The results specialize to the case of ...