On simultaneous limits for aggregation of stationary randomized INAR(1) processes with Poisson innovations

DOI10.1515/ms-2021-0051zbMath1478.60085arXiv2001.07127OpenAlexW3202956333MaRDI QIDQ2054775

Fanni K. Nedényi, Mátyás Barczy, Gyula Pap

Publication date: 3 December 2021

Published in: Mathematica Slovaca (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.07127

zbMATH Keywords

randomized INAR(1) processtemporal and contemporaneous aggregationsimultaneous limits

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10) Stable stochastic processes (60G52) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cites Work

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• Non-Linear Time Series
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• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Probability Theory

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