Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes (Q312070): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/J.SPL.2016.06.003 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.SPL.2016.06.003 / rank | |||
Normal rank | |||
Latest revision as of 14:04, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes |
scientific article |
Statements
Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes (English)
0 references
13 September 2016
0 references
AR(1) processes
0 references
INAR(1) processes
0 references
random coefficients
0 references
iterated scaling limits
0 references
weak convergence
0 references
temporal aggregation
0 references
contemporaneous aggregation
0 references
0 references
0 references
