期刊名称：Latin American Journal of Probability and Mathematical Statistics
电子版ISSN：1980-0436
出版年度：2021
卷号：18
期号：1
页码：401
DOI：10.30757/ALEA.v18-18
出版社：Instituto Nacional De Matemática Pura E Aplicada
摘要：We consider models for count variables with a GARCH-type structure. Such a process consists of an integer-valued component and a volatility process. Using arguments for contractive Markov chains we prove that this bivariate process has a unique stationary regime. Furthermore, we show absolute regularity (β-mixing) with geometrically decaying coefficients for the count process. These probabilistic results are complemented by a statistical analysis and a few simulations.
