Year: 2012
Type: preprint
Abstract: 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.
Source: arXiv (Cornell University)
Authors: Zhong, Zheng, Roitershtein, Alexander
Institution: Iowa State University
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4307247916