Abstract : We study the asymptotic behavior of the weighted least squares estimators of the unknown parameters of bifurcating integer-valued autoregressive processes. Under suitable assumptions on the immigration, we establish the almost sure convergence of our estimators, together with a quadratic strong law and central limit theorems. All our investigation relies on asymptotic results for vector-valued martingales.
https://hal.archives-ouvertes.fr/hal-01023462
Contributor : Bernard Bercu
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Submitted on : Monday, July 14, 2014 - 5:53:20 PM
Last modification on : Thursday, January 11, 2018 - 6:21:22 AM
Document(s) archivé(s) le : Thursday, November 20, 2014 - 6:17:58 PM
