Limit theorems for bifurcating integer-valued autoregressive processes
hal.structure.identifier | Advanced Learning Evolutionary Algorithms [ALEA] | |
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
dc.contributor.author | BLANDIN, Vassili | |
dc.date.created | 2012-02-02 | |
dc.description.abstractEn | 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 almost sure convergence of our estimators, together with the quadratic strong law and central limit theorems. All our investigation relies on asymptotic results for vector-valued martingales. | |
dc.language.iso | en | |
dc.subject.en | bifurcating autoregressive process | |
dc.subject.en | integer-valued process | |
dc.subject.en | weighted least squares | |
dc.subject.en | martingale | |
dc.subject.en | almost sure convergence | |
dc.subject.en | central limit theorem | |
dc.title.en | Limit theorems for bifurcating integer-valued autoregressive processes | |
dc.type | Document de travail - Pré-publication | |
dc.subject.hal | Mathématiques [math]/Statistiques [math.ST] | |
dc.subject.hal | Statistiques [stat]/Théorie [stat.TH] | |
dc.identifier.arxiv | 1202.0470 | |
hal.identifier | hal-00696297 | |
hal.version | 1 | |
hal.audience | Non spécifiée | |
hal.origin.link | https://hal.archives-ouvertes.fr//hal-00696297v1 | |
bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.au=BLANDIN,%20Vassili&rft.genre=preprint |
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