On random coefficient INAR(1) processes

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2013-01-01
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Zhong, Zheng
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Alexander Roitershtein
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Abstract

The random coefficient integer-valued autoregressive process was

recently introduced by Zheng, Basawa, and Datta. In this thesis we study

the asymptotic behavior of this model (in particular, weak limits of extreme values and the growth rate of partial sums) in the case where the additive term in the underlying random linear recursion belongs to the domain of attraction of a stable law.

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Tue Jan 01 00:00:00 UTC 2013
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