Nonparametric estimation of the stationary density and the transition density of a Markov chain (Q2469498)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Nonparametric estimation of the stationary density and the transition density of a Markov chain |
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 |
Statements
Nonparametric estimation of the stationary density and the transition density of a Markov chain (English)
0 references
6 February 2008
0 references
adaptive estimation
0 references
Markov chain
0 references
model selection
0 references
penalized contrast
0 references
projection estimators
0 references
AR(1) processes
0 references
0 references
0 references
