Estimation of the transition density of a Markov chain (Q405506): Difference between revisions

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+Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection
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+Inhomogeneous and anisotropic conditional density estimation from dependent data
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+Estimator selection with respect to Hellinger-type risks
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+Estimating the intensity of a random measure by histogram type estimators
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+Estimating composite functions by model selection
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+Approximation dans les espaces m�triques et th�orie de l'estimation
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+Stabilité et instabilité du risque minimax pour des variables indépendantes équidistribuées
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+Model selection via testing: an alternative to (penalized) maximum likelihood estimators.
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+Model selection for Poisson processes
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+Model selection for density estimation with \(\mathbb L_2\)-loss
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+Learning Theory
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+Basic properties of strong mixing conditions. A survey and some open questions
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+Adaptive estimation of the transition density of a regular Markov chain
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+Adaptive estimation of mean and volatility functions in (auto-)regressive models.
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+Multidimensional Spline Approximation
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+Degree of Adaptive Approximation
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+Strong consistency of kernel estimators for Markov transition densities
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+Mixing: Properties and examples
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+Estimation de la transition de probabilité d'une chaîne de Markov Doeblin-recurrente. Étude du cas du processus autoregressif général d'ordre 1
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+Wavelet characterizations for anisotropic Besov spaces
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+Nonparametric estimation of composite functions
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+Adaptive estimation of the transition density of a Markov chain
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+Nonparametric estimation of the stationary density and the transition density of a Markov chain
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+Convergence of estimates under dimensionality restrictions
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+On Aubry sets and Mather's action functional
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+Nonparametric estimation in Markov processes
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+Inequalities for absolutely regular sequences: application to density estimation
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