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Moderate deviations of some dependent variables. II: Some kernel estimators

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Publication:1856444
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zbMath1007.60011MaRDI QIDQ1856444

Julien Worms

Publication date: 10 February 2003

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)


zbMATH Keywords

estimationmartingalesMarkov chainkernel estimatormoderate deviations


Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Martingales with discrete parameter (60G42) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10)


Related Items (6)

Moderate deviations for quadratic forms in Gaussian stationary processes ⋮ Moderate deviation principle in nonlinear bifurcating autoregressive models ⋮ MODERATE DEVIATIONS FOR THE DURBIN-WATSON STATISTIC ASSOCIATED TO THE STABLE p-ORDER AUTOREGRESSIVE PROCESS ⋮ Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models ⋮ Delta method in large deviations and moderate deviations for estimators ⋮ Large and moderate deviations principles for kernel estimators of the multivariate regression






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