Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes-Reference-Cited by-同舟云学术

Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes

Published:2016-11 Issue: Volume:118 Page:16-23
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Nedényi Fanni,Pap Gyula

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference9 articles.

1. Barczy, M., Nedényi, F., Pap, G., 2015. Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations. arXiv:1509.05149 URL http://arxiv.org/abs/1509.05149.

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4. Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes;Pilipauskaitė;Stochastic Process. Appl.,2014

5. Aggregation of random-coefficient AR(1) process with infinite variance and common innovations;Puplinskaitė;Lith. Math. J.,2009

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1. On simultaneous limits for aggregation of stationary randomized INAR(1) processes with poisson innovations;Mathematica Slovaca;2021-10-01

2. Estimating Long Memory in Panel Random‐Coefficient AR(1) Data;Journal of Time Series Analysis;2020-01-30

3. Statistical inference for the new INAR(2) models with random coefficient;Journal of Inequalities and Applications;2019-05-03

4. Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations;Journal of Mathematical Analysis and Applications;2017-07