Asymptotic analysis for bifurcating autoregressive processes via a martingale approach
hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
dc.contributor.author | BERCU, Bernard | |
hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
hal.structure.identifier | Groupe de Recherche en Economie Théorique et Appliquée [GREThA] | |
dc.contributor.author | DE SAPORTA, Benoîte | |
hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
dc.contributor.author | GEGOUT-PETIT, Anne | |
dc.date.accessioned | 2024-04-04T02:50:01Z | |
dc.date.available | 2024-04-04T02:50:01Z | |
dc.date.created | 2008-07-03 | |
dc.date.issued | 2009-11-11 | |
dc.identifier.issn | 1083-6489 | |
dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/191873 | |
dc.description.abstractEn | We study the asymptotic behavior of the least squares estimators of the unknown parameters of bifurcating autoregressive processes. Under very weak assumptions on the driven noise of the process, namely conditional pair-wise independence and suitable moment conditions, we establish the almost sure convergence of our estimators together with the quadratic strong law and the central limit theorem. All our analysis relies on non-standard asymptotic results for martingales. | |
dc.language.iso | en | |
dc.publisher | Institute of Mathematical Statistics (IMS) | |
dc.subject.en | bifurcating autoregressive process | |
dc.subject.en | tree-indexed times series | |
dc.subject.en | martingales | |
dc.subject.en | least squares estimation | |
dc.subject.en | almost sure convergence | |
dc.subject.en | quadratic strong law | |
dc.subject.en | central limit theorem | |
dc.title.en | Asymptotic analysis for bifurcating autoregressive processes via a martingale approach | |
dc.type | Article de revue | |
dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
dc.subject.hal | Mathématiques [math]/Statistiques [math.ST] | |
dc.subject.hal | Statistiques [stat]/Théorie [stat.TH] | |
dc.identifier.arxiv | 0807.0528 | |
bordeaux.journal | Electronic Journal of Probability | |
bordeaux.page | 2492-2526 | |
bordeaux.volume | 14 | |
bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
bordeaux.issue | 87 | |
bordeaux.institution | Université de Bordeaux | |
bordeaux.institution | Bordeaux INP | |
bordeaux.institution | CNRS | |
bordeaux.peerReviewed | oui | |
hal.identifier | hal-00293341 | |
hal.version | 1 | |
hal.popular | non | |
hal.audience | Internationale | |
hal.origin.link | https://hal.archives-ouvertes.fr//hal-00293341v1 | |
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