On random coefficient INAR(1) processes

Details On random coefficient INAR(1) processes On random coefficient INAR(1) processes

2012-04-15

arxiv.org/abs/1204.3316v1

Mathematics

Probability

Scientific paper

The random coefficient integer-valued autoregressive process was introduced
by Zheng, Basawa, and Datta. In this paper 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.

Affiliated with

Also associated with

No associations

Rating

On random coefficient INAR(1) processes does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with On random coefficient INAR(1) processes, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and On random coefficient INAR(1) processes will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-288220