Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality
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- Hwang, S.Y., 2013. "Arbitrary initial values and random norm for explosive AR(1) processes generated by stationary errors," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 127-134.
- de Saporta, Benoîte & Gégout-Petit, Anne & Marsalle, Laurence, 2012. "Asymmetry tests for bifurcating auto-regressive processes with missing data," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1439-1444.
- Mao, Mingzhi, 2014. "The asymptotic behaviors for least square estimation of multi-casting autoregressive processes," Journal of Multivariate Analysis, Elsevier, vol. 129(C), pages 110-124.
- Ramtirthkar, Mukund & Kale, Mohan, 2022. "A note on the local asymptotic mixed normality of a controlled branching process with a random control function," Statistics & Probability Letters, Elsevier, vol. 181(C).
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Keywords
Branching-Markov process Martingale estimating functions LAMN (local asymptotic mixed normality) Large sample tests Asymptotic optimality;Statistics
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