Nonparametric estimation of Markov transition functions
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Publication:1258153
DOI10.1214/aos/1176344687zbMath0407.62060MaRDI QIDQ1258153
Publication date: 1979
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176344687
Computer Simulation; Nonparametric Estimation; Clustering Algorithm; Consistent Estimator; Hydrologic Time Series; Markov-Chain; Stationary Transition Function
62H12: Estimation in multivariate analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G05: Nonparametric estimation
62M05: Markov processes: estimation; hidden Markov models
65C99: Probabilistic methods, stochastic differential equations
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