Parameters estimation for asymmetric bifurcating autoregressive processes with missing data
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Abstract: We estimate the unknown parameters of an asymmetric bifurcating autoregressive process (BAR) when some of the data are missing. In this aim, we model the observed data by a two-type Galton-Watson process consistent with the binary tree structure of the data. Under independence between the process leading to the missing data and the BAR process and suitable assumptions on the driven noise, we establish the strong consistency of our estimators on the set of non-extinction of the Galton-Watson, via a martingale approach. We also prove a quadratic strong law and the asymptotic normality.
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Cited in
(12)- Statistical study of asymmetry in cell lineage data
- A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes
- Limit theorems for bifurcating integer-valued autoregressive processes
- Autoregressive functions estimation in nonlinear bifurcating autoregressive models
- Deviation inequalities, moderate deviations and some limit theorems for bifurcating Markov chains with application
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- Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models
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