Moderate deviation principle in nonlinear bifurcating autoregressive models
DOI10.1016/j.spl.2018.02.037zbMath1392.62088OpenAlexW2788948035MaRDI QIDQ1642239
Adélaïde Olivier, S. Valère Bitseki Penda
Publication date: 20 June 2018
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2018.02.037
Nadaraya-Watson estimatorbinary treenonparametric estimationmoderate deviation principlebifurcating autoregressive processbifurcating Markov chain
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Large deviations (60F10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)
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Cites Work
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