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

zbMATH Keywords

Nadaraya-Watson estimatorbinary treenonparametric estimationmoderate deviation principlebifurcating autoregressive processbifurcating Markov chain

Mathematics Subject Classification ID

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)

Related Items (2)

Moderate deviation principles for kernel estimator of invariant density in bifurcating Markov chains ⋮ Central limit theorem for bifurcating Markov chains under pointwise ergodic conditions

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