Limit theorems for bifurcating integer-valued autoregressive processes
Langue
en
Article de revue
Ce document a été publié dans
Statistical Inference for Stochastic Processes. 2014, vol. 17, p. 1-37
Springer Verlag
Résumé en anglais
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 ...Lire la suite >
Mots clés en anglais
bifurcating autoregressive process
integer-valued process
weighted least squares
martingale
almost sure convergence
central limit theorem