On weak dependence conditions for Poisson autoregressions
Date
2012Source
Statistics and Probability LettersVolume
82Issue
5Pages
942-948Google Scholar check
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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. © 2012 Elsevier B.V..