Rate of convergence of the spline estimates for Markov chains (Q581981)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rate of convergence of the spline estimates for Markov chains |
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Rate of convergence of the spline estimates for Markov chains (English)
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1989
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A spline estimate for the prediction function in a stationary Markov chain is suggested. The rate of convergence of this estimate is studied. It is shown that appropriate choice of the degree of the spline and the number of knots implies the same optimal rate of convergence as in the i.i.d. case.
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optimal rate of convergence
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B-spline
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spline estimate
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prediction
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stationary Markov chain
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