Pages that link to "Item:Q2434752"
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The following pages link to Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes (Q2434752):
Displaying 31 items.
- Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes (Q312070) (← links)
- An integral representation of dilatively stable processes with independent increments (Q347477) (← 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)
- On aggregation of multitype Galton-Watson branching processes with immigration (Q1641934) (← links)
- Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis (Q1983069) (← 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)
- Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\) (Q2229695) (← links)
- Anisotropic scaling limits of long-range dependent random fields (Q2304435) (← links)
- Scaling transition for long-range dependent Gaussian random fields (Q2342393) (← links)
- Dilatively semistable stochastic processes (Q2344873) (← links)
- Scaling transition for nonlinear random fields with long-range dependence (Q2360249) (← links)
- Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\) (Q2414754) (← links)
- Discrete-time trawl processes (Q2419973) (← links)
- Convergence of partial sum processes to stable processes with application for aggregation of branching processes (Q2673836) (← links)
- Local scaling limits of Lévy driven fractional random fields (Q2676943) (← links)
- Temporal aggregation of lognormal AR processes (Q2851991) (← 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 a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations (Q3578042) (← links)
- RANDOM AGGREGATION OF UNIVARIATE AND MULTIVARIATE LINEAR PROCESSES (Q4299026) (← links)
- Aggregation of random parameters Ornstein‐Uhlenbeck or AR processes: some convergence results (Q4677016) (← links)
- INTERMITTENCY AND MULTISCALING IN LIMIT THEOREMS (Q5046646) (← links)
- Estimating Long Memory in Panel Random‐Coefficient AR(1) Data (Q5121009) (← links)
- Dilatively stable stochastic processes and aggregate similarity (Q5964968) (← links)
- Aggregation of network traffic and anisotropic scaling of random fields (Q6040487) (← links)
- Scaling limits of nonlinear functions of random grain model, with application to Burgers' equation (Q6570501) (← links)