On random coefficient INAR(1) processes

被引：0
|
作者：
Alexander Roitershtein
Zheng Zhong
机构：
[1] Iowa State University,Department of Mathematics
来源：
Science China Mathematics | 2013年 / 56卷
关键词：
models for count data; thinning models; branching processes; random environment; limit theorems; 60J80; 60K37; 60F05; 60J20;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The random coefficient integer-valued autoregressive process was introduced by Zheng, Basawa, and Datta in 2007. 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.
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页码：177 / 200
页数：23
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