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hal.structure.identifierQuality control and dynamic reliability [CQFD]
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
dc.contributor.authorGÉGOUT-PETIT, Anne
hal.structure.identifierQuality control and dynamic reliability [CQFD]
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
hal.structure.identifierGroupe de Recherche en Economie Théorique et Appliquée [GREThA]
dc.contributor.authorDE SAPORTA, Benoîte
hal.structure.identifierQuality control and dynamic reliability [CQFD]
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
dc.contributor.authorBERCU, Bernard
dc.date.accessioned2024-04-04T02:46:21Z
dc.date.available2024-04-04T02:46:21Z
dc.date.created2008-05-30
dc.date.conference2008-05-25
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/191543
dc.description.abstractEnWe study the least-square (LS) estimator of the unknown parameters of a bifurcating auto-regressive process (BAR). Under very weak assumptions on the noise sequence (namely conditional pair-wise independence and moments of order $4$), we derive a precise rate of convergence for the LS estimator, as well as a quadratic strong law and a central limit theorem. Our main tool is martingale theory. However, standard results do not apply directly, as the martingales involved here have a special form and an exponential growth rate.
dc.language.isoen
dc.subject.enBifurcating auto-regression
dc.subject.enTree-indexed times series
dc.subject.enMartingales
dc.subject.enLeast-squares estimator
dc.subject.enAlmost sure convergence
dc.subject.enConvergence rate
dc.subject.enQuadratic strong law
dc.subject.enCentral limit theorem
dc.title.enAsymptotic Analysis for Bifurcating Autoregressive Processes via a martingale approach
dc.typeCommunication dans un congrès
dc.subject.halMathématiques [math]/Statistiques [math.ST]
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
bordeaux.conference.titleJoint Meeting of the Statistical Society of Canada and the Société Française de Statistique
bordeaux.countryCA
bordeaux.conference.cityOttawa
bordeaux.peerReviewedoui
hal.identifierhal-00325866
hal.version1
hal.invitednon
hal.proceedingsnon
hal.popularnon
hal.audienceNon spécifiée
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-00325866v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.au=G%C3%89GOUT-PETIT,%20Anne&DE%20SAPORTA,%20Beno%C3%AEte&BERCU,%20Bernard&rft.genre=unknown


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