Moderate deviation principle in nonlinear bifurcating autoregressive models

DOI10.1016/j.spl.2018.02.037zbMath1392.62088MaRDI 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 estimator; binary tree; nonparametric estimation; moderate deviation principle; bifurcating autoregressive process; bifurcating Markov chain

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G05: Nonparametric estimation

60F10: Large deviations

60J80: Branching processes (Galton-Watson, birth-and-death, etc.)

Related Items

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

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