Autoregressive functions estimation in nonlinear bifurcating autoregressive models
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DOI: 10.1007/s11203-016-9140-6
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Cited by:
- Bitseki Penda, S. Valère, 2023. "Moderate deviation principles for kernel estimator of invariant density in bifurcating Markov chains," Stochastic Processes and their Applications, Elsevier, vol. 158(C), pages 282-314.
- Bitseki Penda, S. Valère & Olivier, Adélaïde, 2018. "Moderate deviation principle in nonlinear bifurcating autoregressive models," Statistics & Probability Letters, Elsevier, vol. 138(C), pages 20-26.
- Hoffmann, Marc & Marguet, Aline, 2019. "Statistical estimation in a randomly structured branching population," Stochastic Processes and their Applications, Elsevier, vol. 129(12), pages 5236-5277.
- Vincent Bansaye & S. Valère Bitseki Penda, 2021. "A Phase Transition for Large Values of Bifurcating Autoregressive Models," Journal of Theoretical Probability, Springer, vol. 34(4), pages 2081-2116, December.
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Keywords
Bifurcating Markov chains; Binary trees; Bifurcating autoregressive processes; Nonparametric estimation; Nadaraya–Watson estimator; Minimax rates of convergence; Asymptotic normality; Asymmetry test;All these keywords.
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