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Correction to “On weak dependence conditions for Poisson autoregressions”. (English) Zbl 1412.62100

Correction to the authors’ paper [ibid. 82, No. 5, 942–948 (2012; Zbl 1241.62109)].

MSC:

62J12 Generalized linear models (logistic models)
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M09 Non-Markovian processes: estimation

Citations:

Zbl 1241.62109
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References:

[1] Doukhan, P.; Fokianos, K.; Tjøstheim, D., On weak dependence conditions for Poisson autoregressions, Statistics & Probability Letters, 82, 942-948 (2012) · Zbl 1241.62109
[2] Doukhan, P.; Wintenberger, O., Weakly dependent chains with infinite memory, Stochastic Processes and Their Applications, 118, 1997-2013 (2008) · Zbl 1166.60031
[3] Fokianos, K.; Tjøstheim, D., Nonlinear Poisson autoregression, Annals of the Institute of Statistical Mathematics, 64, 1205-1225 (2012) · Zbl 1253.62058
[4] Neumann, M., Absolute regularity and ergodicity of Poisson count processes, Bernoulli, 17, 1268-1284 (2011) · Zbl 1277.60089
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