Asymmetry tests for bifurcating auto-regressive processes with missing data
DOI10.1016/j.spl.2012.04.003zbMath1296.62161arXiv1112.3745OpenAlexW2059539860MaRDI QIDQ449422
Benoîte De Saporta, Laurence Marsalle, Anne Gégout-Petit
Publication date: 30 August 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1112.3745
missing databifurcating autoregressive processescell division datatwo-type Galton-Watson modelWald's test
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Censored data models (62N01) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05)
Related Items (9)
Cites Work
- Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality
- Detection of cellular aging in a Galton-Watson process
- Branching Markov processes and related asymptotics
- Asymptotic analysis for bifurcating autoregressive processes via a martingale approach
- Parameters estimation for asymmetric bifurcating autoregressive processes with missing data
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