Afficher la notice abrégée

hal.structure.identifierAdvanced Learning Evolutionary Algorithms [ALEA]
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
dc.contributor.authorBLANDIN, Vassili
dc.date.created2012-02-02
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 the quadratic strong law and central limit theorems. All our investigation relies on asymptotic results for vector-valued martingales.
dc.language.isoen
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.typeDocument de travail - Pré-publication
dc.subject.halMathématiques [math]/Statistiques [math.ST]
dc.subject.halStatistiques [stat]/Théorie [stat.TH]
dc.identifier.arxiv1202.0470
hal.identifierhal-00696297
hal.version1
hal.audienceNon spécifiée
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-00696297v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.au=BLANDIN,%20Vassili&rft.genre=preprint


Fichier(s) constituant ce document

FichiersTailleFormatVue

Il n'y a pas de fichiers associés à ce document.

Ce document figure dans la(les) collection(s) suivante(s)

Afficher la notice abrégée