Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes (Q312070)
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scientific article; zbMATH DE number 6627059
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes |
scientific article; zbMATH DE number 6627059 |
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Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes (English)
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13 September 2016
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AR(1) processes
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INAR(1) processes
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random coefficients
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iterated scaling limits
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weak convergence
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temporal aggregation
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contemporaneous aggregation
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