Least-squares estimation for bifurcating autoregressive processes

DOI10.1016/j.spl.2005.04.024zbMath1070.62075OpenAlexW1998292285MaRDI QIDQ129838

Jin Zhou, I.V. Basawa, Jin Zhou, Ishwar V. Basawa

Publication date: August 2005

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

Full work available at URL: https://doi.org/10.1016/j.spl.2005.04.024

zbMATH Keywords

limit distributionsleast-squares estimatorsbifurcating autoregressionCell lineage datainteger-valued autoregressiontree-indexed time series

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (20)

On the Asymptotic Distribution of a Weighted Least Absolute Deviation Estimate for a Bifurcating Autoregressive Process ⋮ Modeling and large sample estimation for multi-casting autoregression ⋮ Bivariate binomial autoregressive models ⋮ Integer-Valued Self-Exciting Threshold Autoregressive Processes ⋮ Fluctuations and precise deviations of cumulative INAR time series ⋮ Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models ⋮ Parameter estimation for first-order bifurcating autoregressive processes with Weibull innova\-tions ⋮ Deviation inequalities, moderate deviations and some limit theorems for bifurcating Markov chains with application ⋮ A law of large numbers result for a bifurcating process with an infinite moving average representation ⋮ Limit theorems for bifurcating Markov chains. Application to the detection of cellular aging ⋮ Local asymptotic normality for bifurcating autoregressive processes and related asymptotic inference ⋮ A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes ⋮ The asymptotic behaviors for least square estimation of multi-casting autoregressive processes ⋮ Integer-valued autoregressive processes with periodic structure ⋮ bifurcatingr ⋮ Branching Markov processes and related asymptotics ⋮ Weighted L₁-estimates for the First-order Bifurcating Autoregressive Model ⋮ Estimation for a first-order bifurcating autoregressive process with heavy-tail innovations ⋮ Optimal Alarm Systems for Count Processes ⋮ Limit theorems for bifurcating integer-valued autoregressive processes

Cites Work

• The Bifurcating Autoregression Model in Cell Lineage Studies
• A Reexamination of the Cell-Lineage Data of E. P. Powell
• Theory & Methods: Inference for the Extended Bifurcating Autoregressive Model for Cell Lineage Studies
• Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Non-Gaussian bifurcating models and quasi-likelihood estimation
• Extensions of the bifurcating autoregressive model for cell lineage studies
• Maximum Likelihood Estimation for a First‐Order Bifurcating Autoregressive Process with Exponential Errors
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