Výsledky vyhledávání - "Bifurcating autoregressive process"

Principe de déviations modérées pour des modèles bifurquants autorégressifs non-linéaires

Autor: Adélaïde Olivier, S. Valère Bitseki Penda

Publikováno v: Statistics and Probability Letters
Statistics and Probability Letters, Elsevier, 2018, 138, pp.20-26. 〈10.1016/j.spl.2018.02.037〉
Statistics and Probability Letters, Elsevier, 2018, 138, pp.20-26. ⟨10.1016/j.spl.2018.02.037⟩

International audience; Recently, nonparametric techniques have been proposed to study bifurcating autoregressive processes. One can build Nadaraya–Watson type estimators of the two autoregressive functions as in Bitseki Penda et al. (Bitseki Penda

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ba63ba3ae95fbbd6cd8be81a61a9d9c7
https://hal.archives-ouvertes.fr/hal-01710079

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LOCAL BANDWIDTH SELECTION FOR KERNEL DENSITY ESTIMATION IN BIFURCATING MARKOV CHAIN MODEL

Autor: Bitseki Penda , Siméon Valère, Roche , Angelina

We propose an adaptive estimator for the stationary distribution of a bifurcating Markov Chain on $\mathbb R^d$. Bifurcating Markov chains (BMC for short) are a class of stochastic processes indexed by regular binary trees. A kernel estimator is prop

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::289eec3c4aa5d63cacae4a703fc001bd
https://hal.archives-ouvertes.fr/hal-01557228/document

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Deviation inequalities, Moderate deviations and some limit theorems for bifurcating Markov chains with application

Autor: Arnaud Guillin, S. Valère Bitseki Penda, Hacène Djellout

Publikováno v: Annals of Applied Probability
Annals of Applied Probability, 2014, 24 (1), pp.235-291. ⟨10.1214/13-AAP921⟩
Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2014, 24 (1), pp.235-291. ⟨10.1214/13-AAP921⟩
Ann. Appl. Probab. 24, no. 1 (2014), 235-291

First, under a geometric ergodicity assumption, we provide some limit theorems and some probability inequalities for the bifurcating Markov chains (BMC). The BMC model was introduced by Guyon to detect cellular aging from cell lineage, and our aim is

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b54a4c271e934b5a73292ac2c95f50e3
https://hal.science/hal-00646588

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Adaptive estimation for bifurcating markov chains

Autor: S. Valère Bitseki Penda, Marc Hoffmann, Adélaïde Olivier

Publikováno v: Bernoulli
Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2016
Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2017, 23 (4B), pp.3598-3637. 〈10.3150/16-BEJ859〉
Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2017, 23 (4B), pp.3598-3637. ⟨10.3150/16-BEJ859⟩
Bernoulli 23, no. 4B (2017), 3598-3637

International audience; 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 Bitseki Penda, Djellout and Guillin. These pre

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7da62ad7767fb5d6a9f81986f097558d
https://hal.archives-ouvertes.fr/hal-01251594/file/BHO.pdf

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Dissertation/ Thesis

Analyse statistique des modèles de croissance-fragmentation

Autor: Olivier, Adelaïde

Cette étude théorique est pensée en lien étroit avec un champ d'application : il s'agit de modéliser la croissance d'une population de cellules qui se divisent selon un taux de division inconnu, fonction d’une variable dite structurante – l�

Externí odkaz: http://www.theses.fr/2015PA090047/document

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Statistical analysis of growth-fragmentation models

Autor: Olivier, Adelaïde

Publikováno v: Statistics [math.ST]. Université Paris Dauphine-Paris IX, 2015. English. ⟨NNT : 2015PA090047⟩

This work is concerned with growth-fragmentation models, implemented for investigating the growth of a population of cells which divide according to an unknown splitting rate, depending on a structuring variable – age and size being the two paradig

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od_______212::2c304571b0897439a7ea59a88fc110aa
https://hal.archives-ouvertes.fr/tel-01235239

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Limit theorems for bifurcating integer-valued autoregressive processes

Autor: Bernard Bercu, Vassili Blandin

Publikováno v: Statistical Inference for Stochastic Processes
Statistical Inference for Stochastic Processes, 2015, 18 (1), pp.33-67. ⟨10.1007/s11203-014-9105-6⟩
Statistical Inference for Stochastic Processes, Springer Verlag, 2014, 17, pp.1-37
Statistical Inference for Stochastic Processes, Springer Verlag, 2015, 18 (1), pp.33-67. ⟨10.1007/s11203-014-9105-6⟩

We study the asymptotic behavior of the weighted least squares estimators of the unknown parameters of bifurcating integer-valued autoregressive processes. Under suitable assumptions on the immigration, we establish the almost sure convergence of our

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::daab2cc8d1d5893d17b313e4896cfbfe
https://hal.science/hal-02489113

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