Robust Inference for the Bivariate Bifurcating Autoregressive Model

DOI10.1111/1467-842X.00017zbMath0940.62077OpenAlexW1997605395MaRDI QIDQ4248153

Q. M. Bui, Richard M. Huggins

Publication date: 24 July 2000

Published in: Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-842x.00017

zbMATH Keywords

maximum likelihoodrobust inferenceestimating functionscell cyclebivariate bifurcating autoregressive

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (4)

On the Asymptotic Distribution of a Weighted Least Absolute Deviation Estimate for a Bifurcating Autoregressive Process ⋮ Inference for the random coefficients bifurcating autoregressive model for cell lineage studies ⋮ A law of large numbers result for a bifurcating process with an infinite moving average representation ⋮ Weighted L₁-estimates for the First-order Bifurcating Autoregressive Model

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