Density estimation for Markov processes using delta-sequences

DOI10.1007/BF02480222zbMath0445.62093OpenAlexW1969549019MaRDI QIDQ1145454

B. L. S. Prakasa Rao

Publication date: 1978

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02480222

zbMATH Keywords

boundsmean square errordensity estimationstationary Markov processesdelta-sequences

Mathematics Subject Classification ID

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

Related Items

On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators, Posterior consistency of Dirichlet mixtures for estimating a transition density, A general method of density estimation for associated random variables, Kernel-type density and failure rate estimation for associated sequences, OnL₁-consistency of kernel-type density estimator for stationary markov processes, Asymptotic inference for stochastic processes, Nonparametric density estimation for functional data by delta sequences, Nonparametric estimation for Galton-Watson type process, Nonparametric estimation of the stationary density and the transition density of a Markov chain, Effect of dependence on stochastic measures of accuracy of density estimators

Cites Work

• Probability density estimation using delta sequences
• Nonparametric estimation in Markov processes
• Curve Estimates
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