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Mixing Properties of (Non-)Stationary INGARCH(1,1) Processes

Centre International de Rencontres Mathématiques via YouTube

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Overview

Explore mixing properties of stationary and non-stationary INGARCH(1,1) processes in this 32-minute conference talk by Anne Leucht. Recorded during the thematic meeting "Adaptive and High-Dimensional Spatio-Temporal Methods for Forecasting" at the Centre International de Rencontres Mathématiques in Marseille, France. Delve into advanced mathematical concepts and their applications in forecasting. Access this video and other talks by renowned mathematicians through CIRM's Audiovisual Mathematics Library, featuring chapter markers, keywords, enriched content with abstracts and bibliographies, and multi-criteria search functionality.

Syllabus

Anne Leucht: Mixing properties of (non-)stationary INGARCH(1,1) processes

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Centre International de Rencontres Mathématiques

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