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

DOI10.1080/15326349.2016.1236695MaRDI QIDQ4976516zbMATH OpenOpenAlexFDO

Authors

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

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)

Recommendations

• Parameter estimation for first-order bifurcating autoregressive processes with Weibull innova\-tions
• Estimation for first-order autoregressive processes with positive or bounded innovations
• scientific article; zbMATH DE number 6603212
• scientific article; zbMATH DE number 1301877
• Asymptotic analysis for bifurcating autoregressive processes via a martingale approach

Cites work

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

Cited in

(1)

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

This page was built for publication: Estimation for a first-order bifurcating autoregressive process with heavy-tail innovations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4976516)