This paper presents a new 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 asymptotic normality.
We use both the bifurcating Markov chain and martingale approaches and derive new results
in both these frameworks.