{
  "id": "1204.2355",
  "version": "v1",
  "published": "2012-04-11T06:59:54.000Z",
  "updated": "2012-04-11T06:59:54.000Z",
  "title": "Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models",
  "authors": [
    "Hacène Djellout",
    "Valère Bitseki Penda"
  ],
  "comment": "41 pages",
  "categories": [
    "math.PR"
  ],
  "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 $p$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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2012-04-11T06:59:54.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "deviation inequalities",
      "bifurcating autoregressive models",
      "moderate deviation principle",
      "investigation relies",
      "driven noise"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 41,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1204.2355D"
    }
  }
}