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hal.structure.identifierAdvanced Learning Evolutionary Algorithms [ALEA]
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
dc.contributor.authorBLANDIN, Vassili
dc.date.created2012-04-13
dc.description.abstractEnThe 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.isoen
dc.subject.enbifurcating autoregressive process
dc.subject.enrandom coefficient
dc.subject.enweighted least squares
dc.subject.enmartingale
dc.subject.enalmost sure convergence
dc.subject.encentral limit theorem
dc.title.enAsymptotic results for bifurcating random coefficient autoregressive processes
dc.typeDocument de travail - Pré-publication
dc.subject.halMathématiques [math]/Statistiques [math.ST]
dc.subject.halStatistiques [stat]/Théorie [stat.TH]
dc.identifier.arxiv1204.2926
hal.identifierhal-00696295
hal.version1
hal.audienceNon spécifiée
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-00696295v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.au=BLANDIN,%20Vassili&rft.genre=preprint


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