{
  "id": "1204.2926",
  "version": "v2",
  "published": "2012-04-13T09:05:56.000Z",
  "updated": "2013-05-25T14:14:36.000Z",
  "title": "Asymptotic results for random coefficient bifurcating autoregressive processes",
  "authors": [
    "Vassili Blandin"
  ],
  "comment": "arXiv admin note: substantial text overlap with arXiv:1202.0470; and text overlap with 0807.0528 by other authors",
  "categories": [
    "math.PR"
  ],
  "abstract": "The purpose of this paper is to study the asymptotic behavior of the weighted least square estimators of the unknown parameters of random coefficient bifurcating autoregressive processes. Under suitable assumptions on the immigration and the inheritance, we establish the almost sure convergence of our estimators, as well as a quadratic strong law and central limit theorems. Our study mostly relies on limit theorems for vector-valued martingales.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2013-05-25T14:14:36.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F15",
      "60F05",
      "60G42"
    ],
    "keywords": [
      "random coefficient bifurcating autoregressive processes",
      "asymptotic results",
      "central limit theorems",
      "quadratic strong law",
      "asymptotic behavior"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1204.2926B"
    }
  }
}