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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.accessioned2024-04-04T03:21:51Z
dc.date.available2024-04-04T03:21:51Z
dc.date.created2014
dc.date.issued2014
dc.identifier.issn1387-0874
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/194696
dc.description.abstractEnWe 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.
dc.language.isoen
dc.publisherSpringer Verlag
dc.subject.enbifurcating autoregressive process
dc.subject.eninteger-valued process
dc.subject.enweighted least squares
dc.subject.enmartingale
dc.subject.enalmost sure convergence
dc.subject.encentral limit theorem
dc.title.enLimit theorems for bifurcating integer-valued autoregressive processes
dc.typeArticle de revue
dc.subject.halMathématiques [math]/Probabilités [math.PR]
dc.subject.halMathématiques [math]/Statistiques [math.ST]
dc.subject.halStatistiques [stat]/Théorie [stat.TH]
bordeaux.journalStatistical Inference for Stochastic Processes
bordeaux.page1-37
bordeaux.volume17
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
bordeaux.peerReviewedoui
hal.identifierhal-01023462
hal.version1
hal.popularnon
hal.audienceInternationale
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-01023462v1
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