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

@@ Property / DOI @@
-.1016/j.spl.2016.06.003
@@ Property / DOI: 10.1016/j.spl.2016.06.003 / rank @@
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@@ Property / author @@
-Fanni K. Nedényi
@@ Property / author: Fanni K. Nedényi / rank @@
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@@ Property / author @@
+Fanni K. Nedényi
@@ Property / author: Fanni K. Nedényi / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2248849945
@@ Property / OpenAlex ID: W2248849945 / rank @@
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@@ Property / arXiv ID @@
+.04679
@@ Property / arXiv ID: 1601.04679 / rank @@
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@@ 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
@@ Property / DOI @@
+.1016/J.SPL.2016.06.003
@@ Property / DOI: 10.1016/J.SPL.2016.06.003 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:312070