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

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dc.creatorGyörfi, László
dc.creatorIspány, Márton
dc.creatorPap, Gyula
dc.creatorVarga, Katalin
dc.date2007-03-26
dc.date.accessioned2026-07-07T08:08:52Z
dc.date.available2026-07-07T08:08:52Z
dc.descriptionAn 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.
dc.descriptionLatex2e pdfeTex Version 3, 22 pages, submitted to ACTA Sci. Math. (Szeged)
dc.identifierhttps://arxiv.org/abs/math/0703754
dc.identifierhttp://arxiv.org/abs/math/0703754
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/131408
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60J80 (Primary); 60J27, 60J85 (Secondary)
dc.titlePoisson limit of an inhomogeneous nearly critical INAR(1) model
dc.typetext

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