Weighted L₁-estimates for the first-order bifurcating autoregressive model

DOI10.1080/03610918.2014.938826zbMATH Open1347.62193OpenAlexW2468924664MaRDI QIDQ2821069FDOQ2821069

Authors: Tamer Elbayoumi, J. T. Terpstra 

Publication date: 16 September 2016

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.938826

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zbMATH Keywords

robustasymptotic theorybifurcating autoregressiveweighted \(L_1\)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Least-squares estimation for bifurcating autoregressive processes
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• Theory & Methods: Inference for the Extended Bifurcating Autoregressive Model for Cell Lineage Studies
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• Extensions of the bifurcating autoregressive model for cell lineage studies
• Maximum Likelihood Estimation for a First‐Order Bifurcating Autoregressive Process with Exponential Errors
• Asymptotic normality ofr-estimates in the linear model
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• Robust nonparametric statistical methods
• Local asymptotic normality for bifurcating autoregressive processes and related asymptotic inference
• ON THE ROBUST ANALYSIS OF VARIANCE COMPONENTS MODELS FOR PEDIGREE DATA
• GR-estimates for an autoregressive time series.
• Inference for the random coefficients bifurcating autoregressive model for cell lineage studies
• ROBUST ANALYSIS OF THE BIFURCATING AUTOREGRESSIVE MODEL IN CELL LINEAGE STUDIES
• Robust Inference for the Bivariate Bifurcating Autoregressive Model
• A law of large numbers result for a bifurcating process with an infinite moving average representation
• Theory & Methods: Weighted Wilcoxon Estimates for Autoregression
• Highly efficient weighted for autoregression wilcoxon estimes for autoregression
• WeightedL₁-estimates for a VAR(p) time series model

Cited In (4)

• First-order autoregressive models: A method for obtaining eigenvalues for weighting matrices
• On the asymptotic distribution of a weighted least absolute deviation estimate for a bifurcating autoregressive process
• WeightedL₁-estimates for a VAR(p) time series model
• On the estimation bias in first-order bifurcating autoregressive models

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