255 citations · 297 across the 9 of their papers we have counts for
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math.PR2012★ 2 cited
Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models
Hacène Djellout, Valère Bitseki Penda
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 …
math.PR2012
Moderate deviations for the Durbin-Watson statistic related to the first-order autoregressive process
S. Valère Bitseki Penda, Hacène Djellout, Frédéric Proïa
The purpose of this paper is to investigate moderate deviations for the Durbin-Watson statistic associated with the stable first-order autoregressive process where the driven noise…