Pages that link to "Item:Q4822451"
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The following pages link to Non-Gaussian bifurcating models and quasi-likelihood estimation (Q4822451):
Displaying 26 items.
- Least-squares estimation for bifurcating autoregressive processes (Q129838) (← links)
- Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models (Q405492) (← links)
- Asymptotics for a class of generalized multicast autoregressive processes (Q457630) (← links)
- Local asymptotic normality for bifurcating autoregressive processes and related asymptotic inference (Q537350) (← links)
- Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality (Q538181) (← links)
- Godambe estimating functions and asymptotic optimal inference (Q553020) (← links)
- Parameter estimation for first-order bifurcating autoregressive processes with Weibull innova\-tions (Q645457) (← links)
- A law of large numbers result for a bifurcating process with an infinite moving average representation (Q654489) (← links)
- Modeling and large sample estimation for multi-casting autoregression (Q842961) (← links)
- Branching Markov processes and related asymptotics (Q1012533) (← links)
- Central limit theorem for bifurcating Markov chains under pointwise ergodic conditions (Q2090608) (← links)
- A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes (Q2258823) (← links)
- Statistical estimation in a randomly structured branching population (Q2280026) (← links)
- Limit theorems for bifurcating integer-valued autoregressive processes (Q2339215) (← links)
- Autoregressive functions estimation in nonlinear bifurcating autoregressive models (Q2412762) (← links)
- Deviation inequalities, moderate deviations and some limit theorems for bifurcating Markov chains with application (Q2443192) (← links)
- Limit theorems for bifurcating Markov chains. Application to the detection of cellular aging (Q2475031) (← links)
- A phase transition for large values of bifurcating autoregressive models (Q2664532) (← links)
- Moderate deviation principles for kernel estimator of invariant density in bifurcating Markov chains (Q2689899) (← links)
- Weighted <i>L</i><sub>1</sub>-estimates for the First-order Bifurcating Autoregressive Model (Q2821069) (← links)
- A Broad Class of Partially Specified Autoregressions on Multi-Casting Data (Q2903810) (← links)
- Estimation for a first-order bifurcating autoregressive process with heavy-tail innovations (Q4976516) (← links)
- Local bandwidth selection for kernel density estimation in a bifurcating Markov chain model (Q4987541) (← links)
- Moderate deviation principles for bifurcating Markov chains: case of functions dependent of one variable (Q5093984) (← links)
- On the Asymptotic Distribution of a Weighted Least Absolute Deviation Estimate for a Bifurcating Autoregressive Process (Q5280261) (← links)
- Maximum Likelihood Estimation for a First‐Order Bifurcating Autoregressive Process with Exponential Errors (Q5487365) (← links)
