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

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AR(1) processes
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INAR(1) processes
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random coefficients
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iterated scaling limits
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weak convergence
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temporal aggregation
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contemporaneous aggregation
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Revision as of 00:11, 28 June 2023

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Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes
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    Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes (English)
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    13 September 2016
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    AR(1) processes
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    INAR(1) processes
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    random coefficients
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    iterated scaling limits
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    weak convergence
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    temporal aggregation
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    contemporaneous aggregation
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