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- W4300911280 abstract "We discuss joint temporal and contemporaneous aggregation of $N$ independent copies of strictly stationary INteger-valued AutoRegressive processes of order 1 (INAR(1)) with random coefficient $alphain(0,1)$ and with idiosyncratic Poisson innovations. Assuming that $alpha$ has a density function of the form $psi(x)(1 - x)^beta$, $xin(0,1)$, with $lim_{xuparrow 1}psi(x) = psi_1 in(0,infty)$, different limits of appropriately centered and scaled aggregated partial sums are shown to exist for $betain(-1,0)$, $beta = 0$, $betain(0,1)$ or $betain(1,infty)$, when taking first the limit as $Ntoinfty$ and then the time scale $ntoinfty$, or vice versa. In fact, we give a partial solution to an open problem of Pilipauskaite and Surgailis (2014) by replacing the random-coefficient AR(1) process with a certain randomized INAR(1) process." @default.
- W4300911280 created "2022-10-04" @default.
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- W4300911280 date "2015-09-17" @default.
- W4300911280 modified "2023-10-06" @default.
- W4300911280 title "Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations" @default.
- W4300911280 doi "https://doi.org/10.48550/arxiv.1509.05149" @default.
- W4300911280 hasPublicationYear "2015" @default.
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