scientific article

zbMath0977.62093MaRDI QIDQ2736760

Krishna B. Athreya, Gregorio S. Atuncar

Publication date: 11 September 2001

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

transition densitystationary densityHarris recurrence

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)

Related Items (13)

Regenerative block-bootstrap for Markov chains ⋮ On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes ⋮ Estimation of the transition density of a Markov chain ⋮ Extreme values statistics for Markov chains via the (pseudo-) regenerative method ⋮ Strong consistency of kernel density estimates for Markov chains failure rates ⋮ A renewal approach to Markovian \(U\)-statistics ⋮ Kernel estimation for stationary density of Markov chains with general state space ⋮ Approximate regenerative-block bootstrap for Markov chains ⋮ Spectral thresholding for the estimation of Markov chain transition operators ⋮ Consistent estimation of the spectrum of trace class data augmentation algorithms ⋮ Regeneration-based statistics for Harris recurrent Markov chains ⋮ Plug-in estimators for higher-order transition densities in autoregression ⋮ Bootstrapping Robust Statistics for Markovian Data Applications to Regenerative R‐Statistics and L‐Statistics

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