Nedényi, Fanni and Pap, Gyula (2016) Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes. STATISTICS & PROBABILITY LETTERS, 118. pp. 16-23. ISSN 0167-7152
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Official URL: https://doi.org/10.1016/j.spl.2016.06.003
Abstract
By temporal and contemporaneous aggregation, doubly indexed partial sums of independent copies of random coefficient AR(1) or INAR(1) processes are studied. Iterated limits of the appropriately centered and scaled aggregated partial sums are shown to exist.
| Item Type: | Article |
|---|---|
| Subjects: | Q Science / természettudomány > Q1 Science (General) / természettudomány általában |
| SWORD Depositor: | MTMT SWORD |
| Depositing User: | MTMT SWORD |
| Date Deposited: | 12 Jul 2023 13:49 |
| Last Modified: | 12 Jul 2023 13:49 |
| URI: | http://real.mtak.hu/id/eprint/169527 |
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