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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 α∈(0,1) and with idiosyncratic Poisson innovations. Assuming that α has a density function of the form ψ(x)(1−x)β, x∈(0,1), with limx↑1ψ(x)=ψ1∈(0,∞), different limits of appropriately centered and scaled aggregated...
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