Strictly stationary INAR(1) processes (``integer-valued autoregressive processes of order 1’’) with Poisson innovations are ``interlaced rho-mixing’’.
Probability and Related Fields: Rick Bradley (IU), "On mixing properties of some INAR models"
Monday, April 23, 2018
4:00 P.M. – 5:00 P.M.
Location: Rawles Hall 368