Limit theorems for bifurcating integer-valued autoregressive processes
Language
en
Article de revue
This item was published in
Statistical Inference for Stochastic Processes. 2014, vol. 17, p. 1-37
Springer Verlag
English Abstract
We study the asymptotic behavior of the weighted least squares estimators of the unknown parameters of bifurcating integer-valued autoregressive processes. Under suitable assumptions on the immigration, we establish the ...Read more >
We study the asymptotic behavior of the weighted least squares estimators of the unknown parameters of bifurcating integer-valued autoregressive processes. Under suitable assumptions on the immigration, we establish the almost sure convergence of our estimators, together with a quadratic strong law and central limit theorems. All our investigation relies on asymptotic results for vector-valued martingales.Read less <
English Keywords
bifurcating autoregressive process
integer-valued process
weighted least squares
martingale
almost sure convergence
central limit theorem
Origin
Hal imported