Degree Type

Thesis

Date of Award

2013

Degree Name

Master of Science

Department

Mathematics

First Advisor

Alexander Roitershtein

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.

Copyright Owner

Zheng Zhong

Language

en

File Format

application/pdf

File Size

36 pages

Included in

Mathematics Commons

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