On random coefficient INAR(1) processes

Thumbnail Image
Date
2013-01-01
Authors
Zhong, Zheng
Major Professor
Advisor
Alexander Roitershtein
Committee Member
Journal Title
Journal ISSN
Volume Title
Publisher
Altmetrics
Authors
Research Projects
Organizational Units
Organizational Unit
Journal Issue
Is Version Of
Versions
Series
Department
Mathematics
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.

Comments
Description
Keywords
Citation
Source
Subject Categories
Copyright
Tue Jan 01 00:00:00 UTC 2013