Autoregressive functions estimation in nonlinear bifurcating autoregressive models

DOI10.1007/s11203-016-9140-6zbMath1459.62167arXiv1506.01842OpenAlexW1584857635MaRDI 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 normalityNadaraya-Watson estimatorbinary treesnonparametric estimationminimax rates of convergencebifurcating autoregressive processesbifurcating Markov chainsasymmetry test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Discrete-time Markov processes on general state spaces (60J05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (6)

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

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