论文标题
混合非平稳INGARCH（1,1）过程的特性
Mixing properties of non-stationary INGARCH(1,1) processes
论文作者
论文摘要
我们为满足特定收缩条件的广泛泊松计数时间序列而得出混合特性。使用特定的耦合技术，我们不仅在固定的泊松过程中，而且对于具有爆炸性趋势的模型，我们以几何速率证明了绝对规律性。对于包括经典（日志）线性模型在内的各种模型，我们为绝对规律性提供了易于验证的足够条件。最后，我们说明了结果在假设检验中的实际使用。
We derive mixing properties for a broad class of Poisson count time series satisfying a certain contraction condition. Using specific coupling techniques, we prove absolute regularity at a geometric rate not only for stationary Poisson-GARCH processes but also for models with an explosive trend. We provide easily verifiable sufficient conditions for absolute regularity for a variety of models including classical (log-)linear models. Finally, we illustrate the practical use of our results for hypothesis testing.
