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

DOI10.1080/15326349.2016.1236695zbMath1396.62192OpenAlexW2534533715MaRDI QIDQ4976516

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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

zbMATH Keywords

regular variationpoint processesbifurcating autoregressive processesextreme-value estimator

Mathematics Subject Classification ID

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

Cites Work

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• Estimation for autoregressive processes with positive innovations
• 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

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