Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes (Q312070): Difference between revisions

@@ Property / author @@
-Fanni K. Nedényi
@@ Property / author: Fanni K. Nedényi / rank @@
-Normal rank
@@ Property / author @@
+Fanni K. Nedényi
@@ Property / author: Fanni K. Nedényi / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F05
@@ Property / Mathematics Subject Classification ID: 60F05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G15
@@ Property / Mathematics Subject Classification ID: 60G15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J80
@@ Property / Mathematics Subject Classification ID: 60J80 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6627059
@@ Property / zbMATH DE Number: 6627059 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+AR(1) processes
@@ Property / zbMATH Keywords: AR(1) processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+INAR(1) processes
@@ Property / zbMATH Keywords: INAR(1) processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+random coefficients
@@ Property / zbMATH Keywords: random coefficients / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+iterated scaling limits
@@ Property / zbMATH Keywords: iterated scaling limits / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+weak convergence
@@ Property / zbMATH Keywords: weak convergence / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+temporal aggregation
@@ Property / zbMATH Keywords: temporal aggregation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+contemporaneous aggregation
@@ Property / zbMATH Keywords: contemporaneous aggregation / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2248849945
@@ Property / OpenAlex ID: W2248849945 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.04679
@@ Property / arXiv ID: 1601.04679 / rank @@
+Normal rank
@@ Property / cites work @@
+Long memory relationships and the aggregation of dynamic models
+Normal rank
@@ Property / cites work @@
+Limit Theorems for Aggregated Linear Processes
@@ Property / cites work: Limit Theorems for Aggregated Linear Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes
+Normal rank
@@ Property / cites work @@
+Aggregation of random-coefficient AR(1) process with infinite variance and common innovations
+Normal rank
@@ Property / cites work @@
+Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations
+Normal rank
@@ Property / cites work @@
+Heavy-Tail Phenomena
@@ Property / cites work: Heavy-Tail Phenomena / rank @@
+Normal rank
@@ Property / cites work @@
+Discrete analogues of self-decomposability and stability
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:312070