Least-squares estimation for bifurcating autoregressive processes

J. Zhou and I.V. Basawa

Statistics & Probability Letters, 2005, vol. 74, issue 1, 77-88

Abstract: Bifurcating autoregressive processes are used to model each line of descent in a binary tree as a standard AR(p) process, allowing for correlations between nodes which share the same parent. Limit distributions of the least-squares estimators of the model parameters for a pth-order bifurcating autoregressive process (BAR(p)) are derived. An application to bifurcating integer-valued autoregression is given. A Poisson bifurcating model is introduced.

Keywords: Cell; lineage; data; Tree-indexed; time; series; Bifurcating; autoregression; Least-squares; estimators; Limit; distributions; Integer-valued; autoregression (search for similar items in EconPapers)
Date: 2005
References: View complete reference list from CitEc
Citations: View citations in EconPapers (9)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(05)00161-6
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:74:y:2005:i:1:p:77-88

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().