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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 Bourgogne [Dijon] [IMB]
dc.contributor.authorCÉNAC, Peggy
hal.structure.identifierInformatique, Mathématiques et Automatique pour la Route Automatisée [IMARA]
dc.contributor.authorFAYOLLE, Guy
dc.date.accessioned2024-04-04T02:43:24Z
dc.date.available2024-04-04T02:43:24Z
dc.date.issued2008
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/191333
dc.description.abstractEnWe investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the moments of the martingale, we prove that normalized moments of any even order converge in the almost sure cental limit theorem for martingales. A conjecture about almost sure upper bounds under wider hypotheses is formulated. The theoretical results are supported by examples borrowed from statistical applications, including linear autoregressive models and branching processes with immigration, for which new asymptotic properties are established on estimation and prediction errors.
dc.language.isoen
dc.subject.enAlmost sure central limit theorem
dc.subject.envector martingale
dc.subject.enmoment
dc.subject.enstochastic regression
dc.title.enOn the Almost Sure Central Limit Theorem for Vector Martingales: Convergence of Moments and Statistical Applications
dc.typeRapport
dc.subject.halMathématiques [math]/Probabilités [math.PR]
dc.identifier.arxiv0812.3528
bordeaux.page26
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
bordeaux.type.institutionINRIA
bordeaux.type.reportrr
hal.identifierinria-00348138
hal.version1
hal.audienceNon spécifiée
hal.origin.linkhttps://hal.archives-ouvertes.fr//inria-00348138v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.date=2008&rft.spage=26&rft.epage=26&rft.au=BERCU,%20Bernard&C%C3%89NAC,%20Peggy&FAYOLLE,%20Guy&rft.genre=unknown


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