32 citations · 39 across the 8 of their papers we have counts for
3 papers · 1 filter
Kernel estimation of the transition density in bifurcating Markov chains
S. Valère Bitseki Penda
We study the kernel estimator of the transition density of bifurcating Markov chains. Under some ergodic and regularity properties, we prove that this estimator is consistent and a…
Adaptive estimation for bifurcating Markov chains
S. Valère Bitseki Penda, Marc Hoffmann, Adélaïde Olivier
In a first part, we prove Bernstein-type deviation inequalities for bifurcating Markov chains (BMC) under a geometric ergodicity assumption, completing former results of Guyon and…
Autoregressive Functions Estimation in Nonlinear Bifurcating Autoregressive Models
Siméon Valère Bitseki Penda, Adélaïde Olivier
Bifurcating autoregressive processes, which can be seen as an adaptation of au-toregressive processes for a binary tree structure, have been extensively studied during the last dec…