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Modeling and large sample estimation for multi-casting autoregression

Authors
Hwang, S. Y.Choi, M. S.
Issue Date
15-Sep-2009
Publisher
ELSEVIER SCIENCE BV
Citation
STATISTICS & PROBABILITY LETTERS, v.79, no.18, pp.1943 - 1950
Journal Title
STATISTICS & PROBABILITY LETTERS
Volume
79
Number
18
Start Page
1943
End Page
1950
URI
https://scholarworks.sookmyung.ac.kr/handle/2020.sw.sookmyung/13685
DOI
10.1016/j.spl.2009.06.005
ISSN
0167-7152
Abstract
Multi-casting autoregression (MCAR, for short) is suggested as a natural extension of the bifurcating autoregressive (BAR) model (cf. [Cowan, R., Staudte, R.G., 1986. The bifurcating autoregression model in cell lineage studies. Biometrics 42, 769-783]) in order to analyze multi-splitting tree-structured data. Pathwise stationarity of the MCAR model is discussed. Least squares estimation for the autoregressive parameter is considered and relevant limiting distribution is derived, in particular, for the pathwise explosive case. These results can be regarded as generalizations of those for standard stationary and explosive AR(1) time series. A simulation study is conducted to illustrate our results. (C) 2009 Elsevier B.V. All rights reserved.
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