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Limit theorems for bifurcating autoregressive processes with missing data
Probability (math.PR) Statistics Theory (math.ST)
2010/12/17
We study the asymptotic behavior of the least squares estimators of the unknown parameters of bifurcating autoregressive processes when some of the data are missing. We model the process of observed d...
On Hartman's law of iterated logarithm for explosive Gaussian autoregressive processes
Autoregressive Gaussian process law of iterated logarithm maximum likelihood estimation
2009/9/21
A law of iterated logarithm is established lot the maximum
likelihood estimator of the unknown parameter of the explosive
Gaussian autoregressive process. Outside the Gaussian case, we show
that th...