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

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Property / DOI: 10.1016/j.spa.2007.04.013 / rank
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Property / author
 
Property / author: Claire Lacour / rank
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Property / author
 
Property / author: Claire Lacour / rank
 
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Property / arXiv ID: math/0611645 / rank
 
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Latest revision as of 20:11, 18 December 2024

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