• Corpus ID: 237385920

Moderate deviation principles for kernel estimator of invariant density in bifurcating Markov chains models

@inproceedings{Penda2021ModerateDP,
  title={Moderate deviation principles for kernel estimator of invariant density in bifurcating Markov chains models},
  author={Sim'eon Valere Bitseki Penda},
  year={2021}
}
  • S. Penda
  • Published 2 September 2021
  • Mathematics
Bitseki and Delmas (2021) have studied recently the central limit theorem for kernel estimator of invariant density in bifurcating Markov chains models. We complete their work by proving a moderate deviation principle for this estimator. Unlike the work of Bitseki and Gorgui (2021), it is interesting to see that the distinction of the two regimes disappears and that we are able to get moderate deviation principle for large values of the ergodic rate. It is also interesting and surprising to see… 
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