Nonparameteric estimation in mixing sequences of random variables

DOI10.1016/0378-3758(88)90001-8zbMath0658.62048OpenAlexW2078444326MaRDI QIDQ1111283

George G. Roussas

Publication date: 1988

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(88)90001-8

zbMATH Keywords

Markov processeskernel estimateuniform consistencyphi-mixingstrongly consistent estimatetransition probability density functions

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Stationary stochastic processes (60G10) Markov processes: estimation; hidden Markov models (62M05) Discrete-time Markov processes on general state spaces (60J05)

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Cites Work

• Note on the uniform convergence of density estimates for mixing random variables
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• [https://portal.mardi4nfdi.de/wiki/Publication:3038407 Propri�t�s de convergence presque compl�te du pr�dicteur � noyau]
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