Yacef, Cylia2024-10-292024-10-292020probabilités et statistiqueshttps://dspace.ummto.dz/handle/ummto/2500489f.,ill.;30cmhis dissertation is devoted to the study of some properties of the random coefficient au- toregressive process. This process is commonly referred to as a sequence 89ffully described by its past values multiplied by random coefficients and disturbed by white noise. We treat some problems of the study of such processes: stationarity, conditions of existence of a stationary solution and unknown parameters estimation. We end this work with sim- ulations carried out by the R languagenEstimationAutoregressive modelsRandom Coefficients autoregressiveMaximum likelihood estimationThesis