Limit theorems for bifurcating integer-valued autoregressive processes
Idioma
en
Article de revue
Este ítem está publicado en
Statistical Inference for Stochastic Processes. 2014, vol. 17, p. 1-37
Springer Verlag
Resumen en inglés
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 ...Leer más >
Palabras clave en inglés
bifurcating autoregressive process
integer-valued process
weighted least squares
martingale
almost sure convergence
central limit theorem