Mixing properties of nonstationary multivariate count processes
Statistics Theory
2024-08-29 v2 Statistics Theory
Abstract
We prove absolute regularity (-mixing) for nonstationary and multivariate versions of two popular classes of integer-valued processes. We show how this result can be used to prove asymptotic normality of a least squares estimator of an involved model parameter.
Keywords
Cite
@article{arxiv.2311.10692,
title = {Mixing properties of nonstationary multivariate count processes},
author = {Zinsou Max Debaly and Michael H. Neumann and Lionel Truquet},
journal= {arXiv preprint arXiv:2311.10692},
year = {2024}
}