Choice of the smoothing parameter in the kernel estimation of the transition matrix of a semi-Markovian process
From MaRDI portal
Publication:2338984
DOI10.1016/j.crma.2014.09.030zbMath1308.62072OpenAlexW2083867907MaRDI QIDQ2338984
Mohamed Boualem, Smail Adjabi, Mouloud Cherfaoui, Djamil Aissani
Publication date: 27 March 2015
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2014.09.030
Density estimation (62G07) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Strong consistency and rates for recursive probability density estimators of stationary processes
- Functional density estimation of the transition operator of a discrete-time Markov process.
- Nonparametric estimation in Markov processes
- CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA
- On Estimation of a Probability Density Function and Mode
- Probability density function estimation using gamma kernels
This page was built for publication: Choice of the smoothing parameter in the kernel estimation of the transition matrix of a semi-Markovian process
