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
Contributeur : Bernard Bercu
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Soumis le : lundi 14 juillet 2014 - 17:53:20
Dernière modification le : jeudi 11 janvier 2018 - 06:21:22
Document(s) archivé(s) le : jeudi 20 novembre 2014 - 18:17:58
