On the asymptotic distribution of a weighted least absolute deviation estimate for a bifurcating autoregressive process

DOI10.1007/978-3-319-39065-9_5zbMATH Open1366.62179OpenAlexW2523364520MaRDI QIDQ5280261FDOQ5280261

Authors J. T. Terpstra 

Publication date 20 July 2017

Published in Robust Rank-Based and Nonparametric Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-39065-9_5

zbMATH Keywords

asymptotic normalityasymptotic distributionmedianleast absolute deviation estimateL1-estimatesbifurcating autoregressive modelSchweppe weights

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Recommendations

• Weighted \(L_{1}\)-estimates for the first-order bifurcating autoregressive model
• Limit theorems for bifurcating integer-valued autoregressive processes
• Asymptotic results for random coefficient bifurcating autoregressive processes
• A law of large numbers for the bifurcating autoregressive process
• Asymptotic analysis for bifurcating autoregressive processes via a martingale approach

Cites Work

• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 3484309 (Why is no real title available?)
• scientific article; zbMATH DE number 777596 (Why is no real title available?)
• A law of large numbers result for a bifurcating process with an infinite moving average representation
• Asymptotic normality ofr-estimates in the linear model
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• Highly efficient weighted for autoregression wilcoxon estimes for autoregression
• Least-squares estimation for bifurcating autoregressive processes
• Non-Gaussian bifurcating models and quasi-likelihood estimation
• ROBUST ANALYSIS OF THE BIFURCATING AUTOREGRESSIVE MODEL IN CELL LINEAGE STUDIES
• Robust Inference for the Bivariate Bifurcating Autoregressive Model
• Robust inference for variance components models for single trees of cell lineage data
• Robust nonparametric statistical methods
• Theory & Methods: Weighted Wilcoxon Estimates for Autoregression

Cited In (5)

• HIGHER-ORDER ASYMPTOTIC PROPERTIES OF A WEIGHTED ESTIMATOR FOR GAUSSIAN ARMA PROCESSES
• Random coefficients bifurcating autoregressive processes
• Limit theorems for bifurcating integer-valued autoregressive processes
• Weighted \(L_{1}\)-estimates for the first-order bifurcating autoregressive model
• Parameter estimation for first-order bifurcating autoregressive processes with Weibull innova\-tions

This page was built for publication: On the asymptotic distribution of a weighted least absolute deviation estimate for a bifurcating autoregressive process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5280261)