Parameters estimation for asymmetric bifurcating autoregressive processes with missing data
DOI10.1214/11-EJS643zbMath1274.62192arXiv1012.2012OpenAlexW2029842518MaRDI QIDQ1952227
Anne Gégout-Petit, Laurence Marsalle, Benoîte De Saporta
Publication date: 28 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1012.2012
martingaleslimit theoremsmissing datajoint modelleast squares estimationGalton-Watson processbifurcating autoregressive process
Asymptotic properties of parametric estimators (62F12) Martingales with discrete parameter (60G42) Non-Markovian processes: estimation (62M09) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)
Related Items (11)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Detection of cellular aging in a Galton-Watson process
- Identification of multitype branching processes
- Proliferating parasites in dividing cells: Kimmel's branching model revisited
- Asymptotic analysis for bifurcating autoregressive processes via a martingale approach
- Adaptive prediction by least squares predictors in stochastic regression models with applications to time series
- Damage segregation at fissioning may increase growth rates: a superprocess model
- Limit theorems for bifurcating Markov chains. Application to the detection of cellular aging
- The Bifurcating Autoregression Model in Cell Lineage Studies
- Branching Processes
- Statistical Study of Cellular Aging
This page was built for publication: Parameters estimation for asymmetric bifurcating autoregressive processes with missing data