Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models
Probability
2012-04-12 v1
Abstract
The purpose of this paper is to investigate the deviation inequalities and the moderate deviation principle of the least squares estimators of the unknown parameters of general th-order bifurcating autoregressive processes, under suitable assumptions on the driven noise of the process. Our investigation relies on the moderate deviation principle for martingales.
Cite
@article{arxiv.1204.2355,
title = {Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models},
author = {Hacène Djellout and Valère Bitseki Penda},
journal= {arXiv preprint arXiv:1204.2355},
year = {2012}
}
Comments
41 pages