Local asymptotic normality for bifurcating autoregressive processes and related asymptotic inference

Statistical Methodology

Volumn 6, Issue 1, 2009, Pages 61-69

  Hwang, S Y ^a   Basawa, I V ^b   Yeo, I K ^a  

^a Sookmyung Women's University   (South Korea)

^b UNIVERSITY OF GEORGIA   (United States)

Author keywords

Bifurcating model; LAN; Martingale array; Maximum likelihood; Score test

Indexed keywords

EID: 56949091705     PISSN: 15723127     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.stamet.2008.03.002     Document Type: Article

References (14)

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