Asymptotics for a class of generalized multicast autoregressive processes

DOI10.1016/J.JKSS.2012.04.002MaRDI QIDQ457630zbMATH OpenOpenAlexFDO

Authors S. Y. Hwang, Kee-Hoon Kang

Publication date 29 September 2014

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2012.04.002

zbMATH Keywords

martingale estimating functionsbranching correlationgeneralized multicast autoregressive modelmulti-casting treepathwise stationarity

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) Central limit and other weak theorems (60F05) Characterization and structure theory of statistical distributions (62E10)

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Cited in

(3)

• Martingale Estimating Functions for Stochastic Processes: A Review Toward a Unifying Tool
• A broad class of partially specified autoregressions on multi-casting data
• Exact Asymptotics for a Multitimescale Model with Applications in Modeling Overdispersed Customer Streams

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