Asymptotic results for random coefficient bifurcating autoregressive processes

Vassili Blandin

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arXiv · 1204.2926

Asymptotic results for random coefficient bifurcating autoregressive processes

Vassili Blandin

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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.

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Vassili Blandin. 2012-04-13. Asymptotic results for random coefficient bifurcating autoregressive processes. https://arxiv.org/abs/1204.2926

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