Asymptotic analysis for bifurcating autoregressive processes via a martingale approach.

Bercu, Bernard, De Saporta, Benoîte, and Gégout-Petit, Anne. "Asymptotic analysis for bifurcating autoregressive processes via a martingale approach.." Electronic Journal of Probability [electronic only] 14 (2009): 2492-2526. <http://eudml.org/doc/223499>.

@article{Bercu2009,
author = {Bercu, Bernard, De Saporta, Benoîte, Gégout-Petit, Anne},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {bifurcating autoregressive process; tree-indexed times series; martingales; least squares estimation; almost sure convergence; quadratic strong law; central limit theorem},
language = {eng},
pages = {2492-2526},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Asymptotic analysis for bifurcating autoregressive processes via a martingale approach.},
url = {http://eudml.org/doc/223499},
volume = {14},
year = {2009},
}

TY - JOUR
AU - Bercu, Bernard
AU - De Saporta, Benoîte
AU - Gégout-Petit, Anne
TI - Asymptotic analysis for bifurcating autoregressive processes via a martingale approach.
JO - Electronic Journal of Probability [electronic only]
PY - 2009
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 14
SP - 2492
EP - 2526
LA - eng
KW - bifurcating autoregressive process; tree-indexed times series; martingales; least squares estimation; almost sure convergence; quadratic strong law; central limit theorem
UR - http://eudml.org/doc/223499
ER -