Non-Gaussian bifurcating models and quasi-likelihood estimation
- 1 September 2004
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 41 (A) , 55-64
- https://doi.org/10.1017/s0021900200112203
Abstract
A general class of Markovian non-Gaussian bifurcating models for cell lineage data is presented. Examples include bifurcating autoregression, random coefficient autoregression, bivariate exponential, bivariate gamma, and bivariate Poisson models. Quasi-likelihood estimation for the model parameters and large-sample properties of the estimates are discussed.Keywords
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