Random coefficients bifurcating autoregressive processes
  This paper presents a model of asymmetric bifurcating autoregressive process with random coefficients. We couple this model with a Galton Watson tree to take into account possibly missing observations. We propose least-squares estimators for the various parameters of the model and prove their consistency with a convergence rate, and their asymptotic normality. We use both the bifurcating Markov chain and martingale approaches and derive new important general results in both these frameworks. 
Beno\^ite de Saporta, Anne G\'egout-Petit, Laurence Marsalle
math.PR math.ST stat.TH