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

DOI10.1080/03610918.2014.938826MaRDI QIDQ2821069zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

robustasymptotic theorybifurcating autoregressiveweighted \(L_1\)

Mathematics Subject Classification ID

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

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Cites work

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