Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes
نویسندگان
چکیده
منابع مشابه
On random coefficient INAR(1) processes
The random coefficient integer-valued autoregressive process was introduced by Zheng, Basawa, and Datta in [55]. 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. MSC2000: ...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2014
ISSN: 0304-4149
DOI: 10.1016/j.spa.2013.10.004