Nonparametric recursive estimation in stationary markov processes

DOI10.1080/03610928908829968MaRDI QIDQ3473182zbMATH OpenOpenAlexFDO

Authors Eiichi Isogai

Publication date 1989

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928908829968

zbMATH Keywords

nonparametric estimationweak and strong consistencystationary Markov processrecursive kernel estimators

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

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Cites work

• scientific article; zbMATH DE number 3862231 (Why is no real title available?)
• scientific article; zbMATH DE number 3329342 (Why is no real title available?)
• Density estimation in a continuous-time stationary Markov process
• Markov processes and learning models
• Nonparametric Estimation of the Transition Distribution Function of a Markov Process
• Nonparametric Identification for Diffusion Processes
• Nonparametric estimation in Markov processes
• On Interchanging Limits and Integrals

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(19)

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• Functional density estimation of the transition operator of a discrete-time Markov process.
• On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions
• Strong consistency of kernel density estimates for Markov chains failure rates
• Strong consistency of kernel estimators for Markov transition densities
• OnL₁-consistency of kernel-type density estimator for stationary markov processes
• Recursive estimation in mixture models with Markov regime
• Recursive estimation of the transition distribution function of a Markov process: Asymptotic normality
• scientific article; zbMATH DE number 4211323 (Why is no real title available?)
• scientific article; zbMATH DE number 3896107 (Why is no real title available?)
• Estimation in nonlinear regression with Harris recurrent Markov chains
• scientific article; zbMATH DE number 3903797 (Why is no real title available?)
• Kernel estimation for real-valued Markov chains
• Nonparametric density and regression estimation for Markov sequences without mixing assumptions
• Recursive Estimation for Some Nonstationary Processes
• scientific article; zbMATH DE number 32222 (Why is no real title available?)
• scientific article; zbMATH DE number 167559 (Why is no real title available?)
• A recursive nonparametric estimator for the transition kernel of a piecewise-deterministic Markov process
• scientific article; zbMATH DE number 932624 (Why is no real title available?)

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