Asymptotic results for bifurcating random coefficient autoregressive processes
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Document de travail - Pré-publication
Resumen en inglés
The purpose of this paper is to study the asymptotic behavior of the weighted least square estimators of the unknown parameters of random coefficient bifurcating autoregressive processes. Under suitable assumptions on the ...Leer más >
Palabras clave en inglés
bifurcating autoregressive process
random coefficient
weighted least squares
martingale
almost sure convergence
central limit theorem