Estimation de la transition de probabilité d'une chaîne de Markov Doeblin-recurrente. Étude du cas du processus autoregressif général d'ordre 1

DOI10.1016/0304-4149(83)90036-4zbMath0515.62037OpenAlexW1982473924MaRDI QIDQ1052009

Publication date: 1983

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(83)90036-4

zbMATH Keywords

uniform convergence kernel estimators integrated mean square error autoregressive model homogeneous Markov chain regression function density estimations Doeblin recurrent transition probability estimation

Mathematics Subject Classification ID

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

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Cites Work

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