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

2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/131408An 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)ProbabilityStatistics Theory60J80 (Primary); 60J27, 60J85 (Secondary)Poisson limit of an inhomogeneous nearly critical INAR(1) modeltext