Limit theorems for bifurcating integer-valued autoregressive processes

DOI10.1007/s11203-014-9105-6zbMath1318.60034arXiv1202.0470OpenAlexW2045134315MaRDI QIDQ2339215

Bernard Bercu, Vassili Blandin

Publication date: 31 March 2015

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.0470

zbMATH Keywords

central limit theoremalmost sure convergencevector-valued martingalesweighted least squares estimationquadratic strong lawtree-indexed times seriesbifurcating integer-valued autoregressive processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Cites Work

• Unnamed Item
• Unnamed Item
• Least-squares estimation for bifurcating autoregressive processes
• Asymmetry tests for bifurcating auto-regressive processes with missing data
• Detection of cellular aging in a Galton-Watson process
• Proliferating parasites in dividing cells: Kimmel's branching model revisited
• Asymptotic analysis for bifurcating autoregressive processes via a martingale approach
• Adaptive prediction by least squares predictors in stochastic regression models with applications to time series
• Random coefficient autoregressive models: an introduction
• Estimation of the means in the branching process with immigration
• Estimation of the variances in the branching process with immigration
• Statistical study of asymmetry in cell lineage data
• Parameters estimation for asymmetric bifurcating autoregressive processes with missing data
• A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes
• Limit theorems for bifurcating Markov chains. Application to the detection of cellular aging
• Branching Feller diffusion for cell division with parasite infection
• Asymptotic results for random coefficient bifurcating autoregressive processes
• First-order rounded integer-valued autoregressive (RINAR(1)) process
• An integer-valued pth-order autoregressive structure (INAR(p)) process
• The Bifurcating Autoregression Model in Cell Lineage Studies
• THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I
• THE ESTIMATION OF RANDOM COEFFICIENT AUTOGRESSIVE MODELS. II
• Variance Components Models for Dependent Cell Populations
• Theory & Methods: Inference for the Extended Bifurcating Autoregressive Model for Cell Lineage Studies
• 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
• Estimation theory for growth and immigration rates in a multiplicative process