Asymptotic analysis for bifurcating autoregressive processes via a martingale approach

DOI10.1214/EJP.v14-717zbMath1190.60019arXiv0807.0528MaRDI QIDQ1039194

Bernard Bercu, Anne Gégout-Petit, Benoîte De Saporta

Publication date: 20 November 2009

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0807.0528

zbMATH Keywords

martingalescentral limit theoremalmost sure convergenceleast squares estimationbifurcating autoregressive processquadratic strong lawtree-indexed times series

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Martingales with discrete parameter (60G42) Strong limit theorems (60F15)

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