Nonparametric estimation of Markov transition functions
From MaRDI portal
Cited in
(15)- Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
- Nonparameteric estimation in mixing sequences of random variables
- Nonparametric adaptive control of discrete-time partially observable stochastic systems
- Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes
- On the stationary law of a nonlinear autoregressive Markov chain
- Asymptotic normality of a smooth estimate of a random field distribution function under association
- Learning parametric policies and transition probability models of Markov decision processes from data
- On the non-parametric prediction of conditionally stationary sequences
- Propri�t�s de convergence presque compl�te du pr�dicteur � noyau
- DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
- NONPARAMETRIC ESTIMATORS FOR TIME SERIES
- Nonparametric regression: An up–to–date bibliography
- Jfon parametric time series analysis and prediction: uniform almost sure convergence of the window and jt-nn autoregression estimates
- Some automated methods of smoothing time-dependent data
- Short-memory and the PPP hypothesis
This page was built for publication: Nonparametric estimation of Markov transition functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1258153)
