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