Pages that link to "Item:Q3578042"
From MaRDI portal
The following pages link to Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations (Q3578042):
Displaying 25 items.
- Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes (Q312070) (← links)
- Properties of spectral covariance for linear processes with infinite variance (Q406614) (← links)
- Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations (Q517971) (← links)
- Aggregation of autoregressive random fields and anisotropic long-range dependence (Q726745) (← links)
- On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration (Q831317) (← links)
- Aggregation of random-coefficient AR(1) process with infinite variance and common innovations (Q847911) (← links)
- Joint aggregation of random-coefficient AR(1) processes with common innovations (Q893913) (← links)
- Asymptotic behavior of weakly dependent aggregated processes (Q1945281) (← links)
- Time series properties of aggregated AR(1) processes with uniformly distributed coefficients. (Q1960347) (← links)
- Sample covariances of random-coefficient AR(1) panel model (Q2008620) (← links)
- On simultaneous limits for aggregation of stationary randomized INAR(1) processes with Poisson innovations (Q2054775) (← links)
- The multifaceted behavior of integrated supOU processes: the infinite variance case (Q2209303) (← links)
- Gaussian linear model selection in a dependent context (Q2233592) (← links)
- Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes (Q2280023) (← links)
- Anisotropic scaling limits of long-range dependent random fields (Q2304435) (← links)
- Scaling transition for long-range dependent Gaussian random fields (Q2342393) (← links)
- Spectral covariance and limit theorems for random fields with infinite variance (Q2374405) (← links)
- Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes (Q2434752) (← links)
- On some new results for cointegrated processes with infinite variance innovations (Q2769701) (← links)
- Limit theorems for aggregated linear processes (Q2837758) (← links)
- CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES (Q2933188) (← links)
- Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance (Q3298819) (← links)
- Aggregation of random parameters Ornstein‐Uhlenbeck or AR processes: some convergence results (Q4677016) (← links)
- Estimating Long Memory in Panel Random‐Coefficient AR(1) Data (Q5121009) (← links)
- Scaling limits of nonlinear functions of random grain model, with application to Burgers' equation (Q6570501) (← links)
