Asymptotic analysis for bifurcating autoregressive processes via a martingale approach
dc.rights.license | open | |
hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
dc.contributor.author | BERCU, Bernard | |
hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
hal.structure.identifier | Groupe de Recherche en Economie Théorique et Appliquée [GREThA] | |
dc.contributor.author | DE SAPORTA, Benoîte | |
hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
dc.contributor.author | GEGOUT-PETIT, Anne | |
dc.date.accessioned | 2020-02-17T11:43:16Z | |
dc.date.available | 2020-02-17T11:43:16Z | |
dc.date.created | 2008-07-03 | |
dc.date.issued | 2009-11-11 | |
dc.identifier.issn | 1083-6489 | |
dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/2610 | |
dc.language.iso | en | |
dc.publisher | Institute of Mathematical Statistics (IMS) | |
dc.subject.en | bifurcating autoregressive process | |
dc.subject.en | tree-indexed times series | |
dc.subject.en | martingales | |
dc.subject.en | least squares estimation | |
dc.subject.en | almost sure convergence | |
dc.subject.en | quadratic strong law | |
dc.subject.en | central limit theorem | |
dc.title.en | Asymptotic analysis for bifurcating autoregressive processes via a martingale approach | |
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] | |
dc.identifier.arxiv | 0807.0528 | |
bordeaux.journal | Electronic Journal of Probability | |
bordeaux.page | 2492-2526 | |
bordeaux.volume | 14 | |
bordeaux.issue | 87 | |
bordeaux.institution | Université de Bordeaux | |
bordeaux.peerReviewed | oui | |
hal.identifier | hal-00293341 | |
hal.version | 1 | |
hal.origin.link | https://hal.archives-ouvertes.fr//hal-00293341v1 | |
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