Limit theorems for bifurcating integer-valued autoregressive processes
Idioma
en
Document de travail - Pré-publication
Resumen en inglés
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 ...Leer más >
Palabras clave en inglés
bifurcating autoregressive process
integer-valued process
weighted least squares
martingale
almost sure convergence
central limit theorem