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Pré-Publication, Document De Travail Année : 2012

A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes

Résumé

We investigate the asymptotic behavior of the least squares estimator of the unknown parameters of random coefficient bifurcating autoregressive processes. Under suitable assumptions on inherited and environmental effects, we establish the almost sure convergence of our estimates. In addition, we also prove a quadratic strong law and central limit theorems. Our approach mainly relies on asymptotic results for vector-valued martingales together with the well-known Rademacher-Menchov theorem.

Dates et versions

hal-00745634 , version 1 (26-10-2012)

Identifiants

Citer

Bernard Bercu, Vassili Blandin. A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes. 2012. ⟨hal-00745634⟩
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