Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10526259 | Statistics & Probability Letters | 2005 | 12 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
J. Zhou, I.V. Basawa,