Asymptotic results for random coefficient bifurcating autoregressive processes

DOI10.1080/02331888.2013.809718MaRDI QIDQ2934854zbMATH OpenOpenAlexFDO

Authors Vassili Blandin

Publication date 22 December 2014

Published in Statistics (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) Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Strong limit theorems (60F15)

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.

Recommendations

• A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes
• Limit theorems for bifurcating integer-valued autoregressive processes
• Asymptotic analysis for bifurcating autoregressive processes via a martingale approach
• Random coefficients bifurcating autoregressive processes
• Least-squares estimation for bifurcating autoregressive processes

Cites work

• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• Adaptive estimation in a random coefficient autoregressive model
• Adaptive prediction by least squares predictors in stochastic regression models with applications to time series
• Asymptotic analysis for bifurcating autoregressive processes via a martingale approach
• Detection of cellular aging in a Galton-Watson process
• Estimation in Random Coefficient Autoregressive Models
• Estimation of the means in the branching process with immigration
• Estimation of the variances in the branching process with immigration
• Estimation theory for growth and immigration rates in a multiplicative process
• Extensions of the bifurcating autoregressive model for cell lineage studies
• Least squares estimation for critical random coefficient first-order autoregressive processes
• Limit theorems for bifurcating Markov chains. Application to the detection of cellular aging
• Maximum Likelihood Estimation for a First‐Order Bifurcating Autoregressive Process with Exponential Errors
• Parameters estimation for asymmetric bifurcating autoregressive processes with missing data
• THE ESTIMATION OF RANDOM COEFFICIENT AUTOGRESSIVE MODELS. II
• The Bifurcating Autoregression Model in Cell Lineage Studies
• Theory & Methods: Inference for the Extended Bifurcating Autoregressive Model for Cell Lineage Studies

Cited in

(8)

• Random coefficients bifurcating autoregressive processes
• Limit theorems for bifurcating integer-valued autoregressive processes
• Asymptotic analysis for bifurcating autoregressive processes via a martingale approach
• Deviation inequalities for bifurcating Markov chains on Galton-Watson tree
• A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes
• On the asymptotic distribution of a weighted least absolute deviation estimate for a bifurcating autoregressive process
• Autoregressive functions estimation in nonlinear bifurcating autoregressive models
• A law of large numbers for the bifurcating autoregressive process

This page was built for publication: Asymptotic results for random coefficient bifurcating autoregressive processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2934854)