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