A Rademacher–Menchov approach for random coefficient bifurcating autoregressive processes
Year of publication: |
2015
|
---|---|
Authors: | Bercu, Bernard ; Blandin, Vassili |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 125.2015, 4, p. 1218-1243
|
Publisher: |
Elsevier |
Subject: | Bifurcating autoregressive process | Random coefficient | Least squares | Martingale | Almost sure convergence | Central limit theorem |
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