Probability Behavior On Tail Weights And Convergence Of A Bilinear Model

In this paper,We consider a simple stationary bilinear modelgenerated by heavy tailed noise variables {Zt}.As to above model,we give its stationary solutionwhereFurther,we study its Probability behaviorIn the end,a complete analysis of weak limit behavior is given by means of point process methods,the following is its elementary results...