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Random coefficients bifurcating autoregressive processes

hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
hal.structure.identifierQuality control and dynamic reliability [CQFD]
hal.structure.identifierInstitut de Mathématiques et de Modélisation de Montpellier [I3M]
dc.contributor.authorDE SAPORTA, Benoîte
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
hal.structure.identifierQuality control and dynamic reliability [CQFD]
hal.structure.identifierInstitut Élie Cartan de Lorraine [IECL]
dc.contributor.authorGÉGOUT-PETIT, Anne
hal.structure.identifierLaboratoire Paul Painlevé - UMR 8524 [LPP]
dc.contributor.authorMARSALLE, Laurence
dc.date.accessioned2024-04-04T02:25:05Z
dc.date.available2024-04-04T02:25:05Z
dc.date.created2012-05-16
dc.date.issued2014
dc.identifier.issn1292-8100
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/189859
dc.description.abstractEnThis 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.
dc.language.isoen
dc.publisherEDP Sciences
dc.title.enRandom coefficients bifurcating autoregressive processes
dc.typeArticle de revue
dc.identifier.doi10.1051/ps/2013042
dc.subject.halMathématiques [math]/Probabilités [math.PR]
dc.subject.halStatistiques [stat]/Théorie [stat.TH]
dc.identifier.arxiv1205.3658
bordeaux.journalESAIM: Probability and Statistics
bordeaux.page365-399
bordeaux.volume18
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
bordeaux.peerReviewedoui
hal.identifierhal-00702357
hal.version1
hal.popularnon
hal.audienceInternationale
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-00702357v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=ESAIM:%20Probability%20and%20Statistics&rft.date=2014&rft.volume=18&rft.spage=365-399&rft.epage=365-399&rft.eissn=1292-8100&rft.issn=1292-8100&rft.au=DE%20SAPORTA,%20Beno%C3%AEte&G%C3%89GOUT-PETIT,%20Anne&MARSALLE,%20Laurence&rft.genre=article


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