Poisson limit of an inhomogeneous nearly critical INAR(1) model

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An inhomogeneous first--order integer--valued autoregressive (INAR(1)) process is investigated, where the autoregressive type coefficient slowly converges to one. It is shown that the process converges weakly to a Poisson or a compound Poisson distribution.
Latex2e pdfeTex Version 3, 22 pages, submitted to ACTA Sci. Math. (Szeged)

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Probability, Statistics Theory, 60J80 (Primary); 60J27, 60J85 (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/131408

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0703754
 http://arxiv.org/abs/math/0703754

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arXiv