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most citedPoisson limit of an inhomogeneous nearly critical INAR(1) model

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math.PR2007★ 9 cited

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

László Györfi, Márton Ispány, Gyula Pap +1

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…