Markov chains NGINAR process Branching processes Processes of maxima Stationary sequences
Issue Date:
2011
Publisher:
Institute of Mathematics and Informatics Bulgarian Academy of Sciences
Citation:
Pliska Studia Mathematica Bulgarica, Vol. 20, No 1, (2011), 109p-120p
Abstract:
In this paper we obtain upper and lower bounds for normalized sequences of maxima, associated with a stationary integer-valued autoregressive process of first order with geometricmarginals (NGINAR(1) process). These processes are a special case of AR(1) processes and strictly stationary ergodic Markov chains.
