A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes

DOI10.1016/j.spa.2014.10.006zbMath1333.60046arXiv1210.5835OpenAlexW2046517769MaRDI QIDQ2258823

Bernard Bercu, Vassili Blandin

Publication date: 27 February 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.5835

zbMATH Keywords

martingalesrandom coefficientscentral limit theoremalmost sure convergenceleast squares estimatorbifurcating autoregressive processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Related Items

Moderate deviation principle in nonlinear bifurcating autoregressive models, A phase transition for large values of bifurcating autoregressive models, 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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