Functional density estimation of the transition operator of a discrete-time Markov process.

DOI10.1016/S1631-073X(02)02397-XMaRDI QIDQ1608734zbMATH OpenFDO

Authors Ali Laksaci, Abderrahmane Yousfate

Publication date 14 October 2002

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S1631-073X(02)02397-X

Mathematics Subject Classification ID

Density estimation (62G07) Markov processes: estimation; hidden Markov models (62M05)

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Cites work

• Asymptotic normality, strong mixing and spectral density estimates
• Estimation de la transition de probabilité d'une chaîne de Markov Doeblin-recurrente. Étude du cas du processus autoregressif général d'ordre 1
• scientific article; zbMATH DE number 3841066 (Why is no real title available?)
• scientific article; zbMATH DE number 1348391 (Why is no real title available?)
• scientific article; zbMATH DE number 559096 (Why is no real title available?)
• Nonparametric curve estimation from time series
• Nonparametric density and regression estimation for Markov sequences without mixing assumptions
• Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences
• Nonparametric Estimation of the Transition Distribution Function of a Markov Process
• Nonparametric statistics for stochastic processes
• Propri�t�s de convergence presque compl�te du pr�dicteur � noyau
• Recursive estimation of the transition distribution function of a Markov process: Asymptotic normality

Cited in

(4)

• Choice of the smoothing parameter in the kernel estimation of the transition matrix of a semi-Markovian process
• Asymptotic normality of the kernel estimate for the Markovian transition operator
• The $k$ nearest neighbors local linear estimator of functional conditional density when there are missing data
• On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes

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