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The paper concerns with a heteroscedastic random coefficient autoregressive model (RCA) of the form $X_t=b_t{X}_{t-1}+Y_t$. Two different procedures for estimating ${\sigma }_t^2=E{Y}_t^2,{\sigma }_b^2=E{b}_t^2$ or ${\sigma }_B^2=E{(b_t-E{b}_t)}^2$, respectively, are described under the special seasonal behaviour of ${\sigma }_t^2$. For both types of estimators strong consistency and asymptotic normality are proved.