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- W2046517769 abstract "We investigate the asymptotic behavior of the least squares estimator of the unknown parameters of random coefficient bifurcating autoregressive processes. Under suitable assumptions on inherited and environmental effects, we establish the almost sure convergence of our estimates. In addition, we also prove a quadratic strong law and central limit theorems. Our approach mainly relies on asymptotic results for vector-valued martingales together with the well-known Rademacher–Menchov theorem." @default.
- W2046517769 created "2016-06-24" @default.
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- W2046517769 date "2015-04-01" @default.
- W2046517769 modified "2023-09-25" @default.
- W2046517769 title "A Rademacher–Menchov approach for random coefficient bifurcating autoregressive processes" @default.
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- W2046517769 doi "https://doi.org/10.1016/j.spa.2014.10.006" @default.
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