BERCU, Bernard; BLANDIN, Vassili

Metadatos

Mostrar el registro completo del ítem

Licencia de uso del documento

BERCU, Bernard
Institut de Mathématiques de Bordeaux [IMB]
Advanced Learning Evolutionary Algorithms [ALEA]

BLANDIN, Vassili
Institut de Mathématiques de Bordeaux [IMB]
Advanced Learning Evolutionary Algorithms [ALEA]

Idioma

Document de travail - Pré-publication

Resumen en inglés

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.< Leer menos

Orígen

Importado de Hal

Centros de investigación

Institut de Mathématiques de Bordeaux (IMB) - UMR 5251