Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Contemporary review on the bifurcating autoregressive models : Overview and perspectives

  • Hwang, S.Y. (Department of Statistics, Sookmyung Women's University)
  • Received : 2014.07.05
  • Accepted : 2014.08.13
  • Published : 2014.09.30
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Abstract

Since the bifurcating autoregressive (BAR) model was developed by Cowan and Staudte (1986) to analyze cell lineage data, a lot of research has been directed to BAR and its generalizations. Based mainly on the author's works, this paper is concerned with a contemporary review on the BAR in terms of an overview and perspectives. Specifically, bifurcating structure is extended to multi-cast tree and to branching tree structure. The AR(1) time series model of Cowan and Staudte (1986) is generalized to tree structured random processes. Branching correlations between individuals sharing the same parent are introduced and discussed. Various methods for estimating parameters and related asymptotics are also reviewed. Consequently, the paper aims to give a contemporary overview on the BAR model, providing some perspectives to the future works in this area.

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References

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