• Title/Summary/Keyword: Bifurcating autoregression

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Contemporary review on the bifurcating autoregressive models : Overview and perspectives

  • Hwang, S.Y.
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.5
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    • pp.1137-1149
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    • 2014
  • 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.

THRESHOLD MODELING FOR BIFURCATING AUTOREGRESSION AND LARGE SAMPLE ESTIMATION

  • Hwang, S.Y.;Lee, Sung-Duck
    • Journal of the Korean Statistical Society
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    • v.35 no.4
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    • pp.409-417
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    • 2006
  • This article is concerned with threshold modeling of the bifurcating autoregressive model (BAR) originally suggested by Cowan and Staudte (1986) for tree structured data of cell lineage study where each individual $(X_t)$ gives rise to two off-spring $(X_{2t},\;X_{2t+1})$ in the next generation. The triplet $(X_t,\;X_{2t},\;X_{2t+1})$ refers to mother-daughter relationship. In this paper we propose a threshold model incorporating the difference of 'fertility' of the mother for the first and second off-springs, and thereby extending BAR to threshold-BAR (TBAR, for short). We derive a sufficient condition of stationarity for the suggested TBAR model. Also various inferential methods such as least squares (LS), maximum likelihood (ML) and quasi-likelihood (QL) methods are discussed and relevant limiting distributions are obtained.