Parameter estimation for first-order bifurcating autoregressive processes with Weibull innova\-tions

DOI10.1016/J.SPL.2011.08.014MaRDI QIDQ645457zbMATH OpenOpenAlexFDO

Authors Chenhua Zhang

Publication date 15 November 2011

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2011.08.014

zbMATH Keywords

point processregular variationHill's estimatortail index

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Asymptotic distribution theory in statistics (62E20)

Recommendations

• Maximum Likelihood Estimation for a First‐Order Bifurcating Autoregressive Process with Exponential Errors
• On the asymptotic distribution of a weighted least absolute deviation estimate for a bifurcating autoregressive process
• Estimation for first-order autoregressive processes with positive or bounded innovations
• Least-squares estimation for bifurcating autoregressive processes
• Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models

Cites work

• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• scientific article; zbMATH DE number 3992730 (Why is no real title available?)
• scientific article; zbMATH DE number 3452925 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• A Multivariate Exponential Distribution
• Asymptotic analysis for bifurcating autoregressive processes via a martingale approach
• Asymptotic behavior of hill's estimator for autoregressive data
• Estimation for first-order autoregressive processes with positive or bounded innovations
• Extensions of the bifurcating autoregressive model for cell lineage studies
• Least-squares estimation for bifurcating autoregressive processes
• Maximum Likelihood Estimation for a First‐Order Bifurcating Autoregressive Process with Exponential Errors
• Non-Gaussian bifurcating models and quasi-likelihood estimation
• On Interchanging Limits and Integrals
• Smoothing the Hill Estimator
• The Bifurcating Autoregression Model in Cell Lineage Studies
• Theory & Methods: Inference for the Extended Bifurcating Autoregressive Model for Cell Lineage Studies

Cited in

(1)

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

This page was built for publication: Parameter estimation for first-order bifurcating autoregressive processes with Weibull innova\-tions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q645457)