Bootstrap of a Linear Model with AR-Error Structure.
Bounded solutions for ARMA model with varying coefficients
The paper deals with ARMA systems of equations with varying coefficients. A complete description of bounded solutions to ARMA(1,q) systems is obtained and their uniqueness is studied. Some special cases are discussed, including the case of significant interest of systems with periodic coefficients. The paper generalizes results of [9] and opens a new direction of study.
Branching processes: genealogy and evolution.
Branching Processes with Immigration and Integer-valued Time Series
In this paper, we indicate how integer-valued autoregressive time series Ginar(d) of ordre d, d ≥ 1, are simple functionals of multitype branching processes with immigration. This allows the derivation of a simple criteria for the existence of a stationary distribution of the time series, thus proving and extending some results by Al-Osh and Alzaid [1], Du and Li [9] and Gauthier and Latour [11]. One can then transfer results on estimation in subcritical multitype branching processes to stationary...