Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Iterated limits for aggregation of randomized INAR(1) processes with
  Poisson innovations   We discuss 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 $\lim_{x\uparrow 1}\psi(x) = \psi_1
\in(0,\infty)$, different limits of appropriately centered and scaled
aggregated partial sums are shown to exist for $\beta\in(-1,0)$, $\beta = 0$,
$\beta\in(0,1)$ or $\beta\in(1,\infty)$, when taking first the limit as
$N\to\infty$ and then the time scale $n\to\infty$, or vice versa. In fact, we
give a partial solution to an open problem of Pilipauskaite and Surgailis
(2014) by replacing the random-coefficient AR(1) process with a certain
randomized INAR(1) process.

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The categories of this paper are: astro-ph
15
The categories of this paper are: nucl-ex
32
The categories of this paper are: atom-ph
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The categories of this paper are: eess
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The categories of this paper are: math-ph
34
The categories of this paper are: chem-ph
9
The categories of this paper are: nlin
26
The categories of this paper are: bayes-an
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The categories of this paper are: alg-geom
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The categories of this paper are: hep-th
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The categories of this paper are: solv-int
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The categories of this paper are: stat
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The categories of this paper are: funct-an
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The categories of this paper are: hep-ph
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The categories of this paper are: adap-org
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The categories of this paper are: cmp-lg