Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models

Hacène Djellout, Valère Bitseki Penda

Published 2012-04-11Version 1

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 $p$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.