Asymptotic Analysis for Bifurcating Autoregressive Processes via a martingale approach
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en
Communication dans un congrès avec actes
Este ítem está publicado en
Joint Meeting of the Statistical Society of Canada and the Société Française de Statistique, 2008-05-25, Ottawa.
Palabras clave en inglés
Bifurcating auto-regression
Tree-indexed times series
Martingales
Least-squares estimator
Almost sure convergence
Convergence rate
Quadratic strong law
Central limit theorem