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- W2968364879 abstract "We study the problem of stationarity and ergodicity for autoregressive multinomial logistic time series models which possibly include a latent process and are defined by a GARCH-type recursive equation. We improve considerably upon the existing conditions about stationarity and ergodicity of those models. Proofs are based on theory developed for chains with complete connections. A useful coupling technique is employed for studying ergodicity of infinite order finite-state stochastic processes which generalize finite-state Markov chains. Furthermore, for the case of finite order Markov chains, we discuss ergodicity properties of a model which includes strongly exogenous but not necessarily bounded covariates." @default.
- W2968364879 created "2019-08-22" @default.
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- W2968364879 date "2019-09-01" @default.
- W2968364879 modified "2023-09-27" @default.
- W2968364879 title "On categorical time series with covariates" @default.
- W2968364879 hasPublicationYear "2019" @default.
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