On Mixing Properties of Some INAR Models
Richard C. Bradley
TL;DR
This paper investigates the mixing properties of strictly stationary INAR(1) models with Poisson innovations, establishing their interlaced rho-mixing nature, which has implications for their dependence structure and statistical properties.
Contribution
The paper proves that INAR(1) models with Poisson innovations are interlaced rho-mixing, advancing understanding of their dependence characteristics.
Findings
INAR(1) models with Poisson innovations are interlaced rho-mixing.
Establishes dependence structure properties of these models.
Provides theoretical foundation for statistical inference on INAR models.
Abstract
Strictly stationary INAR(1) ("integer-valued autoregressive processes of order 1") with Poisson innovations are "interlaced rho-mixing".
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