Density estimation for Markov processes using delta-sequences

DOI10.1007/BF02480222MaRDI QIDQ1145454zbMATH OpenOpenAlexFDO

Authors B. L. S. Prakasa Rao

Publication date 1978

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02480222

zbMATH Keywords

density estimationmean square errorboundsstationary Markov processesdelta-sequences

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

Cites work

• scientific article; zbMATH DE number 3578192 (Why is no real title available?)
• scientific article; zbMATH DE number 3277687 (Why is no real title available?)
• scientific article; zbMATH DE number 3381708 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• Curve Estimates
• Nonparametric estimation in Markov processes
• Probability density estimation using delta sequences

Cited in

(11)

• Asymptotic properties of conditional U -statistics using delta sequences
• A general method of density estimation for associated random variables
• OnL₁-consistency of kernel-type density estimator for stationary markov processes
• On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators
• Asymptotic inference for stochastic processes
• Effect of dependence on stochastic measures of accuracy of density estimators
• Posterior consistency of Dirichlet mixtures for estimating a transition density
• Nonparametric estimation of the stationary density and the transition density of a Markov chain
• Kernel-type density and failure rate estimation for associated sequences
• Nonparametric estimation for Galton-Watson type process
• Nonparametric density estimation for functional data by delta sequences

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