Kernel estimation for real-valued Markov chains
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Cited in
(17)- Plug-in estimators for higher-order transition densities in autoregression
- Regeneration-based statistics for Harris recurrent Markov chains
- On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions
- Estimation of the transition density of a Markov chain
- Strong consistency of kernel density estimates for Markov chains failure rates
- Consistent estimation of the spectrum of trace class data augmentation algorithms
- On kernel estimators of density for reversible Markov chains
- Kernel estimation for stationary density of Markov chains with general state space
- Regenerative block-bootstrap for Markov chains
- Approximate regenerative-block bootstrap for Markov chains
- Extreme values statistics for Markov chains via the (pseudo-) regenerative method
- Statistical estimation of ergodic Markov chain kernel over discrete state space
- Adaptive estimation of the transition density of a regular Markov chain
- On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes
- Bootstrapping robust statistics for Markovian data applications to regenerative \(R\)-statistics and \(L\)-statistics
- Spectral thresholding for the estimation of Markov chain transition operators
- A renewal approach to Markovian \(U\)-statistics
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