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.
引用
收藏
页码：177 / 200
页数：23
相关论文
共 50 条
  • [31] Flexible Bivariate INAR(1) Processes Using Copulas
    Karlis, Dimitris
    Pedeli, Xanthi
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2013, 42 (04) : 723 - 740
  • [32] The max-INAR(1) model for count processes
    Scotto, Manuel G.
    Weiss, Christian H.
    Moeller, Tobias A.
    Gouveia, Sonia
    TEST, 2018, 27 (04) : 850 - 870
  • [33] The max-INAR(1) model for count processes
    Manuel G. Scotto
    Christian H. Weiß
    Tobias A. Möller
    Sónia Gouveia
    TEST, 2018, 27 : 850 - 870
  • [34] Hawkes and INAR(∞) processes
    Kirchner, Matthias
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2016, 126 (08) : 2494 - 2525
  • [35] Repeated SPRT charts for monitoring INAR(1) processes
    Xu, Shangjie
    Jeske, Daniel R.
    QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, 2017, 33 (08) : 2615 - 2624
  • [36] The Marginal Distribution of Compound Poisson INAR(1) Processes
    Weiss, Christian H.
    Puig, Pedro
    STOCHASTIC MODELS, STATISTICS AND THEIR APPLICATIONS, 2015, 122 : 351 - 359
  • [37] A non-linear random environment INAR(1) model
    Popovic, Predrag M.
    Bakouch, Hassan S.
    Ristic, Miroslav M.
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2021, 390 (390)
  • [38] Some asymptotic properties in INAR(1) processes with Poisson marginals
    Park, YS
    Oh, CW
    STATISTICAL PAPERS, 1997, 38 (03) : 287 - 302
  • [39] On strongly dependent zero-inflated INAR(1) processes
    Beran, Jan
    Droullier, Frieder
    STATISTICAL PAPERS, 2024, 65 (04) : 2527 - 2553
  • [40] A class of max-INAR(1) processes with explanatory variables
    Qian, Lianyong
    Li, Qi
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2022, 92 (09) : 1898 - 1919
12345