Kernel estimation of the transition density in bifurcating Markov chains

DOI10.1016/J.JSPI.2023.106138MaRDI QIDQ6430958zbMATH OpenFDO

Authors S. Valère Bitseki Penda

Publication date 27 March 2023

Full work available at URL https://doi.org/10.1016/J.JSPI.2023.106138

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Abstract: We study the kernel estimator of the transition density of bifurcating Markov chains. Under some ergodic and regularity properties, we prove that this estimator is consistent and asymptotically normal. Next, in the numerical studies, we propose two data-driven methods to choose the bandwidth parameters. These methods are based on the so-called two bandwidths approach.

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