We use a new weak dependence condition from Doukhan and Louhichi (Stoch. Process. Appl. 1999, 84, 313-342) to provide a central limit theorem for triangular arrays; this result applies for linear arrays (as in Peligrad and Utev, Ann. Probab. 1997, 25(1), 443-456) and standard kernel density...

We investigate the relationship between weak dependence and mixing for discrete valued processes. We show that weak dependence implies mixing conditions under natural assumptions. The results specialize to the case of Markov processes. Several examples of integer valued processes are discussed...

We consider generalized linear models for regression modeling of count time series. We give easily verifiable conditions for obtaining weak dependence for such models. These results enable the development of maximum likelihood inference under minimal conditions. Some examples which are useful to...