Non-Gaussian bifurcating models and quasi-likelihood estimation

DOI10.1239/jap/1082552190zbMath1049.62115OpenAlexW2002800959MaRDI QIDQ4822451

Jin Zhou, Ishwar V. Basawa

Publication date: 25 October 2004

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1082552190

zbMATH Keywords

quasi-likelihood estimationmaximum likelihoodMarkovian modelsbifurcation autoregression modelstree-indexed data

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) Inference from stochastic processes (62M99)

Related Items (26)

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Cites Work

• On conditional least squares estimation for stochastic processes
• Quasi-likelihood and its application. A general approach to optimal parameter estimation
• The foundations of finite sample estimation in stochastic processes
• The Bifurcating Autoregression Model in Cell Lineage Studies
• Theory & Methods: Inference for the Extended Bifurcating Autoregressive Model for Cell Lineage Studies
• Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
• Extensions of the bifurcating autoregressive model for cell lineage studies
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