IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v74y2005i1p77-88.html
   My bibliography  Save this article

Least-squares estimation for bifurcating autoregressive processes

Author

Listed:
  • Zhou, J.
  • Basawa, I.V.

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.

Suggested Citation

  • Zhou, J. & Basawa, I.V., 2005. "Least-squares estimation for bifurcating autoregressive processes," Statistics & Probability Letters, Elsevier, vol. 74(1), pages 77-88, August.
  • Handle: RePEc:eee:stapro:v:74:y:2005:i:1:p:77-88
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(05)00161-6
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Bercu, Bernard & Blandin, Vassili, 2015. "A Rademacher–Menchov approach for random coefficient bifurcating autoregressive processes," Stochastic Processes and their Applications, Elsevier, vol. 125(4), pages 1218-1243.
    2. Hwang, S.Y. & Choi, M.S., 2009. "Modeling and large sample estimation for multi-casting autoregression," Statistics & Probability Letters, Elsevier, vol. 79(18), pages 1943-1950, September.
    3. Hwang, S.Y. & Basawa, I.V., 2009. "Branching Markov processes and related asymptotics," Journal of Multivariate Analysis, Elsevier, vol. 100(6), pages 1155-1167, July.
    4. Bernard Bercu & Vassili Blandin, 2015. "Limit theorems for bifurcating integer-valued autoregressive processes," Statistical Inference for Stochastic Processes, Springer, vol. 18(1), pages 33-67, April.
    5. 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.
    6. Zhang, Chenhua, 2011. "Parameter estimation for first-order bifurcating autoregressive processes with Weibull innovations," Statistics & Probability Letters, Elsevier, vol. 81(12), pages 1961-1969.
    7. Scotto, Manuel G. & Weiß, Christian H. & Silva, Maria Eduarda & Pereira, Isabel, 2014. "Bivariate binomial autoregressive models," Journal of Multivariate Analysis, Elsevier, vol. 125(C), pages 233-251.
    8. Terpstra, Jeff T. & Elbayoumi, Tamer, 2012. "A law of large numbers result for a bifurcating process with an infinite moving average representation," Statistics & Probability Letters, Elsevier, vol. 82(1), pages 123-129.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:74:y:2005:i:1:p:77-88. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.