Pages that link to "Item:Q847911"
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The following pages link to Aggregation of random-coefficient AR(1) process with infinite variance and common innovations (Q847911):
Displaying 18 items.
- Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes (Q312070) (← 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)
- Joint aggregation of random-coefficient AR(1) processes with common innovations (Q893913) (← 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)
- Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data (Q2374403) (← 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)
- On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise (Q3410924) (← links)
- Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations (Q3578042) (← 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)
