Stationarity and ergodic properties for some observation-driven models in random environments

15 July 2020

Papers citing "Stationarity and ergodic properties for some observation-driven models in random environments"

5 / 5 papers shown

Title
Mixing properties of nonstationary multivariate count processes Zinsou Max Debaly Michael H. Neumann Lionel Truquet 23 1 0 17 Nov 2023
Strong mixing properties of discrete-valued time series with exogenous covariates Lionel Truquet 31 3 0 06 Dec 2021
Ergodic properties of some Markov chains models in random environments Lionel Truquet 17 3 0 13 Aug 2021
Multivariate time series models for mixed data Zinsou Max Debaly Lionel Truquet 24 11 0 02 Apr 2021
Concurrent Neural Network : A model of competition between times series Rémy Garnier 54 5 0 30 Sep 2020