Modeling and large sample estimation for multi-casting autoregression

DOI10.1016/J.SPL.2009.06.005MaRDI QIDQ842961zbMATH OpenOpenAlexFDO

Authors N. E. Zubov

Publication date 28 September 2009

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2009.06.005

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99) Asymptotic distribution theory in statistics (62E20)

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Cites work

• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 1215432 (Why is no real title available?)
• scientific article; zbMATH DE number 897115 (Why is no real title available?)
• Asymptotic analysis for bifurcating autoregressive processes via a martingale approach
• Branching Markov processes and related asymptotics
• Extensions of the bifurcating autoregressive model for cell lineage studies
• Least-squares estimation for bifurcating autoregressive processes
• Non-Gaussian bifurcating models and quasi-likelihood estimation
• The Bifurcating Autoregression Model in Cell Lineage Studies
• The foundations of finite sample estimation in stochastic processes

Cited in

(5)

• Limiting mixture distributions for AR(1) model indexed by a branching process
• The asymptotic behaviors for least square estimation of multi-casting autoregressive processes
• A broad class of partially specified autoregressions on multi-casting data
• The law of iterated logarithm for autoregressive processes
• Asymptotics for a class of generalized multicast autoregressive processes

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