bfa_boot2_ls: Double Bootstrap of Least Squares Estimators of BAR(p) Models
Description
This function performs double bootstrapping of the least squares estimators
of the autoregressive coefficients in a bifurcating autoregressive (BAR)
model of any order p as described in Elbayoumi and Mostafa (2020).
Usage
bfa_boot2_ls(z, p, burn = 5, B1, B2)
Value
boot_est
a matrix containing the first-stage bootstrapped
least squares estimates of the autoregressive coefficients
boot2
a
matrix containing the second-stage bootstrapped least squares estimates of
the autoregressive coefficients
Arguments
z
a numeric vector containing the tree data
p
an integer determining the order of bifurcating autoregressive model
to be fit to the data
burn
number of tree generations to discard before starting the
bootstrap sample (replicate)
B1
number of bootstrap samples (replicates) used in first round of
bootstrapping
B2
number of bootstrap samples (replicates) used in second round of
bootstrapping
References
Elbayoumi, T. M. & Mostafa, S. A. (2020). On the estimation bias
in bifurcating autoregressive models. Stat, 1-16.