Random coefficients bifurcating autoregressive ...
Document type :
Compte-rendu et recension critique d'ouvrage
DOI :
Title :
Random coefficients bifurcating autoregressive processes
Author(s) :
de Saporta, Benoîte [Auteur]
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Institut de Mathématiques et de Modélisation de Montpellier [I3M]
Gégout-Petit, Anne [Auteur]
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Institut Élie Cartan de Lorraine [IECL]
Marsalle, Laurence [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Institut de Mathématiques et de Modélisation de Montpellier [I3M]
Gégout-Petit, Anne [Auteur]
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Institut Élie Cartan de Lorraine [IECL]
Marsalle, Laurence [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Journal title :
ESAIM: Probability and Statistics
Pages :
365-399
Publisher :
EDP Sciences
Publication date :
2014
ISSN :
1292-8100
HAL domain(s) :
Mathématiques [math]/Probabilités [math.PR]
Statistiques [stat]/Théorie [stat.TH]
Statistiques [stat]/Théorie [stat.TH]
English abstract : [en]
This paper presents a new model of asymmetric bifurcating autoregressive process with random coefficients. We couple this model with a Galton Watson tree to take into account possibly missing observations. We propose ...
Show more >This paper presents a new model of asymmetric bifurcating autoregressive process with random coefficients. We couple this model with a Galton Watson tree to take into account possibly missing observations. We propose least-squares estimators for the various parameters of the model and prove their consistency, with a convergence rate, and asymptotic normality. We use both the bifurcating Markov chain and martingale approaches and derive new important general results in both these frameworks.Show less >
Show more >This paper presents a new model of asymmetric bifurcating autoregressive process with random coefficients. We couple this model with a Galton Watson tree to take into account possibly missing observations. We propose least-squares estimators for the various parameters of the model and prove their consistency, with a convergence rate, and asymptotic normality. We use both the bifurcating Markov chain and martingale approaches and derive new important general results in both these frameworks.Show less >
Language :
Anglais
Popular science :
Non
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