Limit Theorems for Aggregated Linear Processes
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Publication:2837758
DOI10.1239/aap/1370870128zbMath1277.60060OpenAlexW1999565820MaRDI QIDQ2837758
Publication date: 11 July 2013
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aap/1370870128
Related Items (10)
On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration ⋮ Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data ⋮ Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes ⋮ On aggregation of multitype Galton-Watson branching processes with immigration ⋮ Asymptotic behavior of weakly dependent aggregated processes ⋮ A Darling-Erdős type result for stationary ellipsoids ⋮ Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance ⋮ Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations ⋮ On simultaneous limits for aggregation of stationary randomized INAR(1) processes with Poisson innovations ⋮ Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes
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