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
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Local asymptotic normality for bifurcating autoregressive processes and related asymptotic inference Local asymptotic normality for bifurcating autoregressive processes and related asymptotic inference](/preview/png/1153858.png)
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
Journal: Statistical Methodology - Volume 6, Issue 1, January 2009, Pages 61–69
نویسندگان
S.Y. Hwang, I.V. Basawa, I.K. Yeo,