Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations (Q517971)

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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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