Asymptotic analysis for bifurcating autoregressive processes via a martingale approach

Electronic Journal of Probability

Volumn 14, Issue , 2009, Pages 2492-2526

  Bercu, Bernard ^a   de Saporta, Benoîte ^a   Gégout Petit, Anne ^a  

^a UNIVERSITÉ DE BORDEAUX   (France)

Author keywords

Almost sure convergence; Bifurcating autoregressive process; Central limit theorem; Least squares estimation; Martingales; Quadratic strong law; Tree indexed times series

Indexed keywords

EID: 77956106894     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v14-717     Document Type: Article

References (15)

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