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hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
hal.structure.identifierAdvanced Learning Evolutionary Algorithms [ALEA]
dc.contributor.authorBERCU, Bernard
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
hal.structure.identifierAdvanced Learning Evolutionary Algorithms [ALEA]
dc.contributor.authorBLANDIN, Vassili
dc.date.created2012-10-22
dc.description.abstractEnWe 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.isoen
dc.title.enA Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes
dc.typeDocument de travail - Pré-publication
dc.subject.halMathématiques [math]/Probabilités [math.PR]
dc.subject.halStatistiques [stat]/Théorie [stat.TH]
dc.identifier.arxiv1210.5835
hal.identifierhal-00745634
hal.version1
hal.audienceNon spécifiée
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-00745634v1
bordeaux.COinSctx_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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