کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1153858 958357 2009 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Local asymptotic normality for bifurcating autoregressive processes and related asymptotic inference
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Local asymptotic normality for bifurcating autoregressive processes and related asymptotic inference
چکیده انگلیسی

This article is concerned with the local asymptotic normality (LAN) of the log-likelihood for the bifurcating autoregressive model (BAR) for tree structured data where each individual in one generation gives rise to two off-spring in the next generation. We derive the LAN property for the ppth-order BAR model. Asymptotic optimal inference for the model parameters can be deduced as a consequence of LAN. In particular, an efficient score test is derived as an application. A simulation study is conducted to address the issue regarding how many generations are required for asymptotic results to be useful in practice.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistical Methodology - Volume 6, Issue 1, January 2009, Pages 61–69
نویسندگان
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