Integral estimation based on Markovian design
Publication:5215027
DOI10.1017/apr.2018.38zbMath1436.62397arXiv1609.01165OpenAlexW2963326872MaRDI QIDQ5215027
Bernard Delyon, François Portier, Romain Azaïs
Publication date: 5 February 2020
Published in: Unnamed Author (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.01165
kernel smoothingMarkov chaininvariant density estimationNummelin splitting techniqueintegral approximation
Applications of statistics to environmental and related topics (62P12) Applications of statistics in engineering and industry; control charts (62P30) Markov processes: estimation; hidden Markov models (62M05) Discrete-time Markov processes on general state spaces (60J05)
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