The asymptotic behaviors for least square estimation of multi-casting autoregressive processes

DOI10.1016/J.JMVA.2014.04.014zbMATH Open1291.62167OpenAlexW2089760526MaRDI QIDQ2015059FDOQ2015059

Authors: Mingzhi Mao 

Publication date: 18 June 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.04.014

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zbMATH Keywords

moderate deviationautoregressive process\(m\)-dependentGärtner-Ellis theorem

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Large deviations (60F10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

• Time series: theory and methods
• Least-squares estimation for bifurcating autoregressive processes
• The Bifurcating Autoregression Model in Cell Lineage Studies
• Theory & Methods: Inference for the Extended Bifurcating Autoregressive Model for Cell Lineage Studies
• Extensions of the bifurcating autoregressive model for cell lineage studies
• Title not available (Why is that?)
• Deviation inequalities, moderate deviations and some limit theorems for bifurcating Markov chains with application
• A central limit theorem for m-dependent random variables with unbounded m
• Large and moderate deviations for infinite-dimensional autoregressive processes.
• Branching Markov processes and related asymptotics
• Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality
• Asymptotic analysis for bifurcating autoregressive processes via a martingale approach
• Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models
• Asymmetry tests for bifurcating auto-regressive processes with missing data
• Modeling and large sample estimation for multi-casting autoregression
• Limiting mixture distributions for AR(1) model indexed by a branching process

Cited In (2)

• A broad class of partially specified autoregressions on multi-casting data
• Modeling and large sample estimation for multi-casting autoregression

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