Date of Award
Master of Science
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.
Zhong, Zheng, "On random coefficient INAR(1) processes" (2013). Graduate Theses and Dissertations. 13362.