Limit theorems for bifurcating integer-valued autoregressive processes
Langue
en
Document de travail - Pré-publication
Résumé en anglais
We study the asymptotic behavior of the weighted least squares estimators of the unknown parameters of bifurcating integer-valued autoregressive processes. Under suitable assumptions on the immigration, we establish the ...Lire la suite >
Mots clés en anglais
bifurcating autoregressive process
integer-valued process
weighted least squares
martingale
almost sure convergence
central limit theorem