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

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 نشر من قبل M\\'arton Isp\\'any PhD
 تاريخ النشر 2007
  مجال البحث
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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.



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