bifurcatingr:Bifurcating Autoregressive Models
Estimation of bifurcating autoregressive models of any order, p, BAR(p) as well as several types of bias correction
for the least squares estimators of the autoregressive
parameters as described in Zhou and Basawa (2005)
<doi:10.1016/j.spl.2005.04.024> and Elbayoumi and Mostafa
(2020) <doi:10.1002/sta4.342>. Currently, the bias correction
methods supported include bootstrap (single, double and
fast-double) bias correction and linear-bias-function-based
bias correction. Functions for generating and plotting
bifurcating autoregressive data from any BAR(p) model are also
included. This new version includes calculating several type of
bias-corrected and -uncorrected confidence intervals for the
least squares estimators of the autoregressive parameters as
described in Elbayoumi and Mostafa (2023)
<doi:10.6339/23-JDS1092>.
