Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes
Work
Year: 2016
Type: article
Source: Statistics & Probability Letters
Authors Fanni K. Nedényi, Gyula Pap
Institution University of Szeged
Cites: 10
Cited by: 7
Related to: 10
FWCI: 1.096
Citation percentile (by year/subfield): 77.58
Subfield: Finance
Domain: Social Sciences
Open Access status: green