Autoregressive functions estimation in nonlinear bifurcating autoregressive models

DOI10.1007/s11203-016-9140-6zbMath1459.62167arXiv1506.01842MaRDI QIDQ2412762

Adélaïde Olivier, S. Valère Bitseki Penda

Publication date: 27 October 2017

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.01842

zbMATH Keywords

asymptotic normality; Nadaraya-Watson estimator; binary trees; nonparametric estimation; minimax rates of convergence; bifurcating autoregressive processes; bifurcating Markov chains; asymmetry test

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

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

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

60J05: Discrete-time Markov processes on general state spaces

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

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Local bandwidth selection for kernel density estimation in a bifurcating Markov chain model, Moderate deviation principle in nonlinear bifurcating autoregressive models, Central limit theorem for bifurcating Markov chains under pointwise ergodic conditions, Statistical estimation in a randomly structured branching population, A phase transition for large values of bifurcating autoregressive models, Moderate deviation principles for kernel estimator of invariant density in bifurcating Markov chains

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