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Asymptotic behavior of bifurcating autoregressive processes

hal.structure.identifierGroupe de Recherche en Economie Théorique et Appliquée [GREThA]
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
hal.structure.identifierQuality control and dynamic reliability [CQFD]
dc.contributor.authorDE SAPORTA, Benoîte
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
hal.structure.identifierQuality control and dynamic reliability [CQFD]
dc.contributor.authorBERCU, Bernard
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
hal.structure.identifierQuality control and dynamic reliability [CQFD]
dc.contributor.authorGÉGOUT-PETIT, Anne
dc.date.accessioned2024-04-04T02:41:28Z
dc.date.available2024-04-04T02:41:28Z
dc.date.created2009-03-03
dc.date.issued2009-03-03
dc.date.conference2009-03-03
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/191154
dc.description.abstractEnBifurcating autoregressive (BAR) processes are an adaptation of autoregressive processes to binary tree structured data. They were first introduced by Cowan and Staudte for cell lineage data. We have carried out a sharp analysis of the asymptotic properties of the least squares (LS) estimators of the unknown parameters of first-order BAR processes and improved the previous results of Guyon via a martingale approach, based on the generation-wise filtration. Namely, we have established the almost sure convergence of our LS estimators with a sharp rate of convergence, together with the quadratic strong law and the central limit theorem.
dc.language.isoen
dc.title.enAsymptotic behavior of bifurcating autoregressive processes
dc.typeCommunication dans un congrès
dc.subject.halMathématiques [math]/Probabilités [math.PR]
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
bordeaux.conference.titleMathematical models for cell division
bordeaux.countryFR
bordeaux.conference.cityParis
bordeaux.peerReviewedoui
hal.identifierhal-00366060
hal.version1
hal.invitedoui
hal.proceedingsoui
hal.popularnon
hal.audienceNationale
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-00366060v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.date=2009-03-03&rft.au=DE%20SAPORTA,%20Beno%C3%AEte&BERCU,%20Bernard&G%C3%89GOUT-PETIT,%20Anne&rft.genre=unknown


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