The bivariate distribution of a median smoothed Markov chain

DOI10.1016/0016-0032(82)90072-2zbMath0482.62088MaRDI QIDQ1162783

Gary L. Wise, Federico Kuhlmann

Publication date: 1982

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0016-0032(82)90072-2

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E15: Exact distribution theory in statistics

93E11: Filtering in stochastic control theory

93E14: Data smoothing in stochastic control theory

65C99: Probabilistic methods, stochastic differential equations

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Cites Work

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• Some theory of nonlinear smoothers
• The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data