Nonparametric estimation of the stationary density and the transition density of a Markov chain (Q2469498): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1967939658 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: math/0611645 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk bounds for model selection via penalization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4240993 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4355974 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimum contrast estimators on sieves: Exponential bounds and rates of convergence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimal penalties for Gaussian model selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4776741 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computable infinite-dimensional filters with applications to discretized diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive estimation of the transition density of a regular Markov chain / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive estimation of the spectrum of a stationary Gaussian sequence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive estimation of mean and volatility functions in (auto-)regressive models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new algorithm for fixed design regression and denoising / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3585712 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4215356 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4273944 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Density estimation by wavelet thresholding / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5822308 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mixing: Properties and examples / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation de la transition de probabilité d'une chaîne de Markov Doeblin-recurrente. Étude du cas du processus autoregressif général d'ordre 1 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Density estimation for non–stationary markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3358093 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit theorems for null recurrent Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3940650 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Geometric ergodicity of Metropolis algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Detecting multiple change-points in the mean of Gaussian process by model selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Density estimation for Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong consistency and rates for recursive probability density estimators of stationary processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3995454 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov chains and stochastic stability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computable bounds for geometric convergence rates of Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: SUR UN MODÉLE AUTORÉGRESSIF NON LINÉAIRE, ERGODICITÉ ET ERGODICITÉ GÉOMÉTRIQUE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4064526 / rank
 
Normal rank
Property / cites work
 
Property / cites work: General Irreducible Markov Chains and Non-Negative Operators / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Poisson equation and diffusion approximation. I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4085017 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Density estimation for Markov processes using delta-sequences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov-chain monte carlo: Some practical implications of theoretical results / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric estimation in Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4893982 / rank
 
Normal rank
Property / cites work
 
Property / cites work: \(\mathbb{L}_p\) adaptive density estimation in a \(\beta\) mixing framework / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric density and regression estimation for Markov sequences without mixing assumptions / rank
 
Normal rank

Revision as of 15:25, 27 June 2024

scientific article
Language Label Description Also known as
English
Nonparametric estimation of the stationary density and the transition density of a Markov chain
scientific article

    Statements

    Nonparametric estimation of the stationary density and the transition density of a Markov chain (English)
    0 references
    6 February 2008
    0 references
    adaptive estimation
    0 references
    Markov chain
    0 references
    model selection
    0 references
    penalized contrast
    0 references
    projection estimators
    0 references
    AR(1) processes
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers