Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations

DOI10.1016/j.jmaa.2017.02.031zbMath1361.62051arXiv1509.05149OpenAlexW2964278925MaRDI QIDQ517971

Gyula Pap, Mátyás Barczy, Fanni K. Nedényi

Publication date: 28 March 2017

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.05149

zbMATH Keywords

fractional Brownian motionlong memoryLévy processstable distributionrandomized INAR(1) processtemporal and contemporaneous aggregation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22)

Related Items (3)

On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration ⋮ On aggregation of multitype Galton-Watson branching processes with immigration ⋮ On simultaneous limits for aggregation of stationary randomized INAR(1) processes with Poisson innovations

Uses Software

• longmemo

Cites Work

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