Limit theorems for bifurcating integer-valued 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 | 2024-04-04T03:21:51Z | |
| dc.date.available | 2024-04-04T03:21:51Z | |
| dc.date.created | 2014 | |
| dc.date.issued | 2014 | |
| dc.identifier.issn | 1387-0874 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/194696 | |
| dc.description.abstractEn | 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. | |
| dc.language.iso | en | |
| dc.publisher | Springer Verlag | |
| dc.subject.en | bifurcating autoregressive process | |
| dc.subject.en | integer-valued process | |
| dc.subject.en | weighted least squares | |
| dc.subject.en | martingale | |
| dc.subject.en | almost sure convergence | |
| dc.subject.en | central limit theorem | |
| dc.title.en | Limit theorems for bifurcating integer-valued autoregressive processes | |
| 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] | |
| bordeaux.journal | Statistical Inference for Stochastic Processes | |
| bordeaux.page | 1-37 | |
| bordeaux.volume | 17 | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | hal-01023462 | |
| hal.version | 1 | |
| hal.popular | non | |
| hal.audience | Internationale | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-01023462v1 | |
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