Limit theorems for bifurcating integer-valued autoregressive processes

DOI10.1007/S11203-014-9105-6zbMath1318.60034arXiv1202.0470OpenAlexW2045134315MaRDI QIDQ2339215

Bernard Bercu, Vassili Blandin

Publication date: 31 March 2015

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.0470

zbMATH Keywords

central limit theoremalmost sure convergencevector-valued martingalesweighted least squares estimationquadratic strong lawtree-indexed times seriesbifurcating integer-valued autoregressive processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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