Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations (Q517971)
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English | Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations |
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Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations (English)
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28 March 2017
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randomized INAR(1) process
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temporal and contemporaneous aggregation
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long memory
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fractional Brownian motion
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stable distribution
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Lévy process
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