Modeling and large sample estimation for multi-casting autoregression
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- Zhou, J. & Basawa, I.V., 2005. "Least-squares estimation for bifurcating autoregressive processes," Statistics & Probability Letters, Elsevier, vol. 74(1), pages 77-88, August.
- 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.
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Cited by:
- 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.
- Hwang, S.Y. & Baek, J.S., 2010. "Limiting mixture distributions for AR(1) model indexed by a branching process," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 2003-2008, December.
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