Density estimation in a continuous-time stationary Markov process

DOI10.1214/aos/1176344618zbMath0408.62071MaRDI QIDQ1258583

Nguyen Trung Hung

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/1176344618

zbMATH Keywords

Almost Sure Convergence Of Estimates; Continuous-Time Stationary Markov Process; Density Estimation; Recursive Estimates; Uniform Convergence of Expectations

Mathematics Subject Classification ID

62G05: Nonparametric estimation

62M05: Markov processes: estimation; hidden Markov models

Related Items

A family of minimax rates for density estimators in continuous time, Rates of convergence and asymptotic normality of kernel estimators for ergodic diffusion processes, OnL₁-consistency of kernel-type density estimator for stationary markov processes, On efficient estimation of invariant density for ergodic diffusion processes, On local times, density estimation and supervised classification from functional data, On unbiased density estimation for ergodic diffusion, Finite sample performance of density estimators from unequally spaced data, Effect of dependence on stochastic measures of accuracy of density estimators, On confidence intervals for distribution function and density of ergodic diffusion process, On bandwidth choice for density estimation with dependent data, Density estimation for spatial-temporal models, Super optimal rates for nonparametric density estimation via projection estimators, Nonparametric recursive estimation in stationary markov processes