Random coefficients bifurcating autoregressive processes
DE SAPORTA, Benoîte
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Institut de Mathématiques et de Modélisation de Montpellier [I3M]
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Institut de Mathématiques et de Modélisation de Montpellier [I3M]
GÉGOUT-PETIT, Anne
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Institut Élie Cartan de Lorraine [IECL]
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Institut Élie Cartan de Lorraine [IECL]
DE SAPORTA, Benoîte
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Institut de Mathématiques et de Modélisation de Montpellier [I3M]
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Institut de Mathématiques et de Modélisation de Montpellier [I3M]
GÉGOUT-PETIT, Anne
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Institut Élie Cartan de Lorraine [IECL]
< Reduce
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Institut Élie Cartan de Lorraine [IECL]
Language
en
Article de revue
This item was published in
ESAIM: Probability and Statistics. 2014, vol. 18, p. 365-399
EDP Sciences
English Abstract
This paper presents a new model of asymmetric bifurcating autoregressive process with random coefficients. We couple this model with a Galton Watson tree to take into account possibly missing observations. We propose ...Read more >
This paper presents a new model of asymmetric bifurcating autoregressive process with random coefficients. We couple this model with a Galton Watson tree to take into account possibly missing observations. We propose least-squares estimators for the various parameters of the model and prove their consistency, with a convergence rate, and asymptotic normality. We use both the bifurcating Markov chain and martingale approaches and derive new important general results in both these frameworks.Read less <
Origin
Hal imported