Maximum likelihood estimation for a first-order bifurcating autoregressive process with exponential errors

Journal of Time Series Analysis

Volumn 26, Issue 6, 2005, Pages 825-842

  Zhou, J ^a   Basawa, I V ^a  

^a UNIVERSITY OF GEORGIA   (United States)

Author keywords

Bifurcating autoregression; Exact distribution; Exponential innovations; Limit distribution; Maximum likelihood; Non standard asymptotics

Indexed keywords

EID: 27644514336     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2005.00440.x     Document Type: Article

References (10)

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