hal.structure.identifier	Institut de Mathématiques de Bordeaux [IMB]
hal.structure.identifier	Advanced Learning Evolutionary Algorithms [ALEA]
dc.contributor.author	BERCU, Bernard
hal.structure.identifier	Institut de Mathématiques de Bordeaux [IMB]
hal.structure.identifier	Advanced Learning Evolutionary Algorithms [ALEA]
dc.contributor.author	BLANDIN, Vassili
dc.date.created	2012-10-22
dc.description.abstractEn	We investigate the asymptotic behavior of the least squares estimator of the unknown parameters of random coefficient bifurcating autoregressive processes. Under suitable assumptions on inherited and environmental effects, we establish the almost sure convergence of our estimates. In addition, we also prove a quadratic strong law and central limit theorems. Our approach mainly relies on asymptotic results for vector-valued martingales together with the well-known Rademacher-Menchov theorem.
dc.language.iso	en
dc.title.en	A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes
dc.type	Document de travail - Pré-publication
dc.subject.hal	Mathématiques [math]/Probabilités [math.PR]
dc.subject.hal	Statistiques [stat]/Théorie [stat.TH]
dc.identifier.arxiv	1210.5835
hal.identifier	hal-00745634
hal.version	1
hal.audience	Non spécifiée
hal.origin.link	https://hal.archives-ouvertes.fr//hal-00745634v1
bordeaux.COinS	ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.au=BERCU,%20Bernard&BLANDIN,%20Vassili&rft.genre=preprint

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A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes