Pages that link to "Item:Q1039194"
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The following pages link to Asymptotic analysis for bifurcating autoregressive processes via a martingale approach (Q1039194):
Displayed 6 items.
- Asymmetry tests for bifurcating auto-regressive processes with missing data (Q449422) (← links)
- Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality (Q538181) (← links)
- Detection of cellular aging in a Galton-Watson process (Q608223) (← links)
- Parameter estimation for first-order bifurcating autoregressive processes with Weibull innova\-tions (Q645457) (← links)
- Limit theorems for Markov processes indexed by continuous time Galton-Watson trees (Q657699) (← links)
- Modeling and large sample estimation for multi-casting autoregression (Q842961) (← links)