A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| dc.contributor.author | BERCU, Bernard | |
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| dc.contributor.author | BLANDIN, Vassili | |
| dc.date.accessioned | 2024-04-04T03:21:42Z | |
| dc.date.available | 2024-04-04T03:21:42Z | |
| dc.date.created | 2014 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/194681 | |
| dc.description.abstractEn | We 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.iso | en | |
| dc.title.en | A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes | |
| dc.type | Document de travail - Pré-publication | |
| dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
| dc.subject.hal | Mathématiques [math]/Statistiques [math.ST] | |
| dc.subject.hal | Statistiques [stat]/Théorie [stat.TH] | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| hal.identifier | hal-01023595 | |
| hal.version | 1 | |
| hal.audience | Non spécifiée | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-01023595v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.au=BERCU,%20Bernard&BLANDIN,%20Vassili&rft.genre=preprint |
Fichier(s) constituant ce document
| Fichiers | Taille | Format | Vue |
|---|---|---|---|
|
Il n'y a pas de fichiers associés à ce document. |
|||