most citedA multiple stochastic integral criterion for almost sure limit theorems

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math.PR2009★ 2 cited

A multiple stochastic integral criterion for almost sure limit theorems

Bernard Bercu, Ivan Nourdin, Murad S. Taqqu

In this paper, we study almost sure central limit theorems for multiple stochastic integrals and provide a criterion based on the kernel of these multiple integrals. We apply our r…

math.PR2008★ 1 cited

Asymptotic analysis for bifurcating autoregressive processes via a martingale approach

Bernard Bercu, Benoite de Saporta, Anne Gegout-Petit

We study the asymptotic behavior of the least squares estimators of the unknown parameters of bifurcating autoregressive processes. Under very weak assumptions on the driven noise…