A first-order stationary Markov class A transition density

DOI10.1016/S0016-0032(96)00102-0zbMATH Open0895.60070MaRDI QIDQ1358686FDOQ1358686

Authors: Evangelos Kokkinos, Andreas M. Maras 

Publication date: 20 September 1998

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

Recommendations

• Locally optimum Bayes detection in nonadditive first-order Markov noise
• Nonparametric estimation of the stationary density and the transition density of a Markov chain
• Constructing First Order Stationary Autoregressive Models via Latent Processes
• Nonparametric recursive estimation in stationary markov processes
• Density estimation for Markov chains

zbMATH Keywords

polynomial approximationcorrelation coefficientChapman-Kolmogorov equationMarkov transition densitysignal detection problems

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05)

Cites Work

• Title not available (Why is that?)
• Markovian non-Gaussian approximation for light propagation in a random medium
• On transformation noise: Properties and modeling
• Locally optimum Bayes detection in ergodic Markov noise
• Threshold detection in correlated non-Gaussian noise fields

Cited In (1)

• A marginal contribution coefficient for sequences of nonstationary continuous Markov chains

This page was built for publication: A first-order stationary Markov class A transition density

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1358686)