Local bandwidth selection for kernel density estimation in a bifurcating Markov chain model
binary treesadaptive estimationbifurcating autoregressive processesnonparametric kernel estimationGoldenshluger-Lepski methodology
Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Large deviations (60F10) Central limit and other weak theorems (60F05) Population dynamics (general) (92D25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)
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- Constructing First Order Stationary Autoregressive Models via Latent Processes
- Deviation inequalities, moderate deviations and some limit theorems for bifurcating Markov chains with application
- Introduction to nonparametric estimation
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- Minimal penalty for Goldenshluger-Lepski method
- Non-Gaussian bifurcating models and quasi-likelihood estimation
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- Moderate deviation principles for kernel estimator of invariant density in bifurcating Markov chains
- Kernel estimation of the transition density in bifurcating Markov chains
- Central limit theorem for kernel estimator of invariant density in bifurcating Markov chains models
- Adaptive estimation for bifurcating Markov chains
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