En poursuivant votre navigation sur ce site, vous acceptez l'utilisation d'un simple cookie d'identification. Aucune autre exploitation n'est faite de ce cookie. OK

Documents Leucht, Anne 1 résultats

Filtrer
Sélectionner : Tous / Aucun
Q
Déposez votre fichier ici pour le déplacer vers cet enregistrement.
y
In this talk, I will present mixing properties for a broad class of Poisson count time series satisfying a certain contraction condition. Using specific coupling techniques, we obtain absolute regularity at a geometric rate not only for stationary Poisson-GARCH processes but also for models with an explosive trend. Easily verifiable sufficient conditions for absolute regularity can be deduced from our general results for a variety of models including classical (log-)linear models.[-]
In this talk, I will present mixing properties for a broad class of Poisson count time series satisfying a certain contraction condition. Using specific coupling techniques, we obtain absolute regularity at a geometric rate not only for stationary Poisson-GARCH processes but also for models with an explosive trend. Easily verifiable sufficient conditions for absolute regularity can be deduced from our general results for a variety of models ...[+]

60G07 ; 60G10 ; 60J05

Sélection Signaler une erreur