Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag Correction to “On weak dependence conditions for Poisson autoregressions”. (English) Zbl 1412.62100 Stat. Probab. Lett. 83, No. 8, 1926-1927 (2013). Correction to the authors’ paper [ibid. 82, No. 5, 942–948 (2012; Zbl 1241.62109)]. Cited in 12 Documents MSC: 62J12 Generalized linear models (logistic models) 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62M09 Non-Markovian processes: estimation Keywords:autocorrelation; generalized linear models; limit theorems; prediction; stationarity Citations:Zbl 1241.62109 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Stat. Probab. Lett. 83, No. 8, 1926--1927 (2013; Zbl 1412.62100) Full Text: DOI 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 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.