Discrete Time Series Generated by Mixtures Ii: Asymptotic Properties
混合生成的离散时间序列（二）：渐近性质
Summary The darma (discrete mixed autoregressive-moving average) processes are a broad but parametrically simple class of models for a stationary sequence of dependent discrete random variables. A darma process is formed as a random linear combination of independent identically distributed discrete random variables. The process is specified by the distribution of the independent variables, which is also the marginal distribution of the random process, and several other…