Rate of convergence of the spline estimates for Markov chains (Q581981)
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: Rate of convergence of the spline estimates for Markov chains |
scientific article; zbMATH DE number 4129850
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Rate of convergence of the spline estimates for Markov chains |
scientific article; zbMATH DE number 4129850 |
Statements
Rate of convergence of the spline estimates for Markov chains (English)
0 references
1989
0 references
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.
0 references
optimal rate of convergence
0 references
B-spline
0 references
spline estimate
0 references
prediction
0 references
stationary Markov chain
0 references
0 references
0.9017339
0 references
0.89818823
0 references
