Scaling limits for INAR$(\infty)$ processes
Fuente:
arXiv
Saved in:
| Main Author: | |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866910947395764224 |
|---|---|
| author | Yao, Nian |
| author_facet | Yao, Nian |
| contents | In this paper, we study law of large numbers, central limit theorem, large and moderate deviations for INAR($\infty$) processes, which as a special case, includes both discrete-time linear Hawkes process and INAR(1) process in the literature. Our results recover existing results on large and moderate deviations for the discrete-time Hawkes process as studied in \cite{Wang2} and for the INAR(1) process as in \cite{Yu}. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2505_10776 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Scaling limits for INAR$(\infty)$ processes Yao, Nian Probability In this paper, we study law of large numbers, central limit theorem, large and moderate deviations for INAR($\infty$) processes, which as a special case, includes both discrete-time linear Hawkes process and INAR(1) process in the literature. Our results recover existing results on large and moderate deviations for the discrete-time Hawkes process as studied in \cite{Wang2} and for the INAR(1) process as in \cite{Yu}. |
| title | Scaling limits for INAR$(\infty)$ processes |
| topic | Probability |
| url | https://arxiv.org/abs/2505.10776 |