Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On simultaneous limits for aggregation of stationary randomized INAR(1)
  processes with Poisson innovations   We investigate joint temporal and contemporaneous aggregation of N
independent copies of strictly stationary INteger-valued AutoRegressive
processes of order 1 (INAR(1)) with random coefficient $\alpha\in(0,1)$ and
with idiosyncratic Poisson innovations. Assuming that $\alpha$ has a density
function of the form $\psi(x) (1 - x)^\beta$, $x \in (0,1)$, with
$\beta\in(-1,\infty)$ and $\lim_{x\uparrow 1} \psi(x) = \psi_1 \in (0,\infty)$,
different limits of appropriately centered and scaled aggregated partial sums
are shown to exist for $\beta\in(-1,0]$ in the so-called simultaneous case,
i.e., when both $N$ and the time scale $n$ increase to infinity at a given
rate. The case $\beta\in(0,\infty)$ remains open. We also give a new explicit
formula for the joint characteristic functions of finite dimensional
distributions of the appropriately centered aggregated process in question.

6
The categories of this paper are: astro-ph
0
The categories of this paper are: hep-ph
36
The categories of this paper are: cmp-lg
9
The categories of this paper are: nlin
13
The categories of this paper are: quant-ph
15
The categories of this paper are: nucl-ex
16
The categories of this paper are: stat
24
The categories of this paper are: dg-ga
21
The categories of this paper are: adap-org
27
The categories of this paper are: comp-gas
33
The categories of this paper are: plasm-ph
25
The categories of this paper are: patt-sol
7
The categories of this paper are: hep-th
26
The categories of this paper are: bayes-an
37
The categories of this paper are: supr-con
19
The categories of this paper are: eess