Estimation for a first-order bifurcating autoregressive process with heavy-tail innovations

DOI10.1080/15326349.2016.1236695zbMATH Open1396.62192OpenAlexW2534533715MaRDI QIDQ4976516FDOQ4976516

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Publication date: 31 July 2017

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2016.1236695

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zbMATH Keywords

point processesregular variationbifurcating autoregressive processesextreme-value estimator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Central limit and other weak theorems (60F05)

Cites Work

• Least-squares estimation for bifurcating autoregressive processes
• The Bifurcating Autoregression Model in Cell Lineage Studies
• Theory & Methods: Inference for the Extended Bifurcating Autoregressive Model for Cell Lineage Studies
• Non-Gaussian bifurcating models and quasi-likelihood estimation
• Extensions of the bifurcating autoregressive model for cell lineage studies
• Maximum Likelihood Estimation for a First‐Order Bifurcating Autoregressive Process with Exponential Errors
• Limit theorems for bifurcating Markov chains. Application to the detection of cellular aging
• Extremes of moving averages of random variables with finite endpoint
• Branching Markov processes and related asymptotics
• Asymptotic analysis for bifurcating autoregressive processes via a martingale approach
• Local asymptotic normality for bifurcating autoregressive processes and related asymptotic inference
• Estimation for first-order autoregressive processes with positive or bounded innovations
• Limit distributions for linear programming time series estimators
• Parameter estimation for first-order bifurcating autoregressive processes with Weibull innova\-tions
• A law of large numbers result for a bifurcating process with an infinite moving average representation
• Estimation for autoregressive processes with positive innovations

Cited In (1)

• Maximum Likelihood Estimation for a First‐Order Bifurcating Autoregressive Process with Exponential Errors

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