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

Related Items

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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