Asymptotic results for random coefficient bifurcating autoregressive processes
Probability
2015-03-20 v2
Abstract
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 immigration and the inheritance, we establish the almost sure convergence of our estimators, as well as a quadratic strong law and central limit theorems. Our study mostly relies on limit theorems for vector-valued martingales.
Cite
@article{arxiv.1204.2926,
title = {Asymptotic results for random coefficient bifurcating autoregressive processes},
author = {Vassili Blandin},
journal= {arXiv preprint arXiv:1204.2926},
year = {2015}
}
Comments
arXiv admin note: substantial text overlap with arXiv:1202.0470; and text overlap with 0807.0528 by other authors