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

MaRDI QIDQ1856444zbMATH OpenFDO

Authors Julien Worms

Publication date 10 February 2003

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

zbMATH Keywords

Markov chainestimationmartingaleskernel estimatormoderate deviations

Mathematics Subject Classification ID

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

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Cited in

(6)

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

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