Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7548114 | Statistics & Probability Letters | 2018 | 7 Pages |
Abstract
Recently, nonparametric techniques have been proposed to study bifurcating autoregressive processes. One can build Nadaraya-Watson type estimators of the two autoregressive functions as in Bitseki Penda et al. (2017) and Bitseki Penda and Olivier (2017). In the present work, we prove moderate deviation principle for these estimators.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
S. Valère Bitseki Penda, Adélaïde Olivier,