Random coefficients bifurcating autoregressive processes
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
hal.structure.identifier | Institut de Mathématiques et de Modélisation de Montpellier [I3M] | |
dc.contributor.author | DE SAPORTA, Benoîte | |
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
hal.structure.identifier | Institut Élie Cartan de Lorraine [IECL] | |
dc.contributor.author | GÉGOUT-PETIT, Anne | |
hal.structure.identifier | Laboratoire Paul Painlevé - UMR 8524 [LPP] | |
dc.contributor.author | MARSALLE, Laurence | |
dc.date.accessioned | 2024-04-04T02:25:05Z | |
dc.date.available | 2024-04-04T02:25:05Z | |
dc.date.created | 2012-05-16 | |
dc.date.issued | 2014 | |
dc.identifier.issn | 1292-8100 | |
dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/189859 | |
dc.description.abstractEn | 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. | |
dc.language.iso | en | |
dc.publisher | EDP Sciences | |
dc.title.en | Random coefficients bifurcating autoregressive processes | |
dc.type | Article de revue | |
dc.identifier.doi | 10.1051/ps/2013042 | |
dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
dc.subject.hal | Statistiques [stat]/Théorie [stat.TH] | |
dc.identifier.arxiv | 1205.3658 | |
bordeaux.journal | ESAIM: Probability and Statistics | |
bordeaux.page | 365-399 | |
bordeaux.volume | 18 | |
bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
bordeaux.institution | Université de Bordeaux | |
bordeaux.institution | Bordeaux INP | |
bordeaux.institution | CNRS | |
bordeaux.peerReviewed | oui | |
hal.identifier | hal-00702357 | |
hal.version | 1 | |
hal.popular | non | |
hal.audience | Internationale | |
hal.origin.link | https://hal.archives-ouvertes.fr//hal-00702357v1 | |
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