Asymptotic results for random coefficient bifurcating autoregressive processes

DOI10.1080/02331888.2013.809718zbMath1320.60083arXiv1204.2926OpenAlexW1977673567MaRDI QIDQ2934854

Vassili Blandin

Publication date: 22 December 2014

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.2926

zbMATH Keywords

almost sure convergencecentral limit theoremsweighted least squares estimatorbifurcating autoregressive processesmartinagles

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)

Related Items (3)

Autoregressive functions estimation in nonlinear bifurcating autoregressive models ⋮ Deviation inequalities for bifurcating Markov chains on Galton−Watson tree ⋮ Limit theorems for bifurcating integer-valued autoregressive processes

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