Nonparametric estimation of the stationary density and the transition density of a Markov chain (Q2469498)
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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 |
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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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