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A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes

hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
dc.contributor.authorBERCU, Bernard
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
dc.contributor.authorBLANDIN, Vassili
dc.date.accessioned2024-04-04T03:21:42Z
dc.date.available2024-04-04T03:21:42Z
dc.date.created2014
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/194681
dc.description.abstractEnWe investigate the asymptotic behavior of the least squares estimator of the unknown parameters of random coefficient bifurcating autoregressive processes. Under suitable assumptions on inherited and environmental effects, we establish the almost sure convergence of our estimates. In addition, we also prove a quadratic strong law and central limit theorems. Our approach mainly relies on asymptotic results for vector-valued martingales together with the well-known Rademacher-Menchov theorem.
dc.language.isoen
dc.title.enA Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes
dc.typeDocument de travail - Pré-publication
dc.subject.halMathématiques [math]/Probabilités [math.PR]
dc.subject.halMathématiques [math]/Statistiques [math.ST]
dc.subject.halStatistiques [stat]/Théorie [stat.TH]
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
hal.identifierhal-01023595
hal.version1
hal.audienceNon spécifiée
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-01023595v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.au=BERCU,%20Bernard&BLANDIN,%20Vassili&rft.genre=preprint


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