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	2012-04-13
dc.description.abstractEn	The purpose of this paper is to study the asymptotic behavior of the weighted least square estimators of the unknown parameters of random coefficient bifurcating autoregressive processes. Under suitable assumptions on the immigration and the inheritance, we establish the almost sure convergence of our estimators, as well as a quadratic strong law and central limit theorems. Our study mostly relies on limit theorems for vector-valued martingales.
dc.language.iso	en
dc.subject.en	bifurcating autoregressive process
dc.subject.en	random coeﬃcient
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	Asymptotic results for bifurcating random coefficient 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	1204.2926
hal.identifier	hal-00696295
hal.version	1
hal.audience	Non spécifiée
hal.origin.link	https://hal.archives-ouvertes.fr//hal-00696295v1
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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Asymptotic results for bifurcating random coefficient autoregressive processes