Pages that link to "Item:Q2535158"
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The following pages link to Nonparametric estimation in Markov processes (Q2535158):
Displaying 9 items.
- Kernel density estimators for random fields satisfying an interlaced mixing condition (Q389246) (← links)
- Estimation of the transition density of a Markov chain (Q405506) (← links)
- Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data (Q534421) (← links)
- Note on the uniform convergence of density estimates for mixing random variables (Q578794) (← links)
- Semiparametric estimation of Markov decision processes with continuous state space (Q738126) (← links)
- Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate (Q808125) (← links)
- Integrated consistency of smoothed probability density estimators for stationary sequences (Q914286) (← links)
- Short-memory and the PPP hypothesis (Q956508) (← links)
- Approximating conditional density functions using dimension reduction (Q1036923) (← links)