Maximum Likelihood Estimation for a First‐Order Bifurcating Autoregressive Process with Exponential Errors

DOI10.1111/j.1467-9892.2005.00440.xzbMath1097.62091OpenAlexW3122658526MaRDI QIDQ5487365

Jin Zhou, Ishwar V. Basawa

Publication date: 19 September 2006

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2005.00440.x

zbMATH Keywords

maximum likelihood estimatorbivariate exponential distributionautoregression on binary trees

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15)

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Cites Work

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• Estimation for first-order autoregressive processes with positive or bounded innovations
• Theory & Methods: Inference for the Extended Bifurcating Autoregressive Model for Cell Lineage Studies
• Non-Gaussian bifurcating models and quasi-likelihood estimation
• Likelihood analysis of a first‐order autoregressive model with exponential innovations
• Extensions of the bifurcating autoregressive model for cell lineage studies

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