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Mixing properties of nonstationary multivariate count processes

17 November 2023
Zinsou Max Debaly
Michael H. Neumann
Lionel Truquet
ArXiv (abs)PDFHTML
Abstract

We prove absolute regularity (β\betaβ-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.

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