Asymptotic behavior of bifurcating autoregressive processes - Archive ouverte HAL Accéder directement au contenu
Communication Dans Un Congrès Année : 2009

Asymptotic behavior of bifurcating autoregressive processes

Résumé

Bifurcating autoregressive (BAR) processes are an adaptation of autoregressive processes to binary tree structured data. They were first introduced by Cowan and Staudte for cell lineage data. We have carried out a sharp analysis of the asymptotic properties of the least squares (LS) estimators of the unknown parameters of first-order BAR processes and improved the previous results of Guyon via a martingale approach, based on the generation-wise filtration. Namely, we have established the almost sure convergence of our LS estimators with a sharp rate of convergence, together with the quadratic strong law and the central limit theorem.
Fichier non déposé

Dates et versions

hal-00366060 , version 1 (05-03-2009)

Identifiants

  • HAL Id : hal-00366060 , version 1

Citer

Benoîte de Saporta, Bernard Bercu, Anne Gégout-Petit. Asymptotic behavior of bifurcating autoregressive processes. Mathematical models for cell division, Mar 2009, Paris, France. ⟨hal-00366060⟩
107 Consultations
0 Téléchargements

Partager

Gmail Facebook X LinkedIn More