On kernel estimators of density for reversible Markov chains

DOI10.1016/j.spl.2015.02.013zbMath1328.62235arXiv1503.05987OpenAlexW1994886790MaRDI QIDQ2348330

Martial Longla, Magda Peligrad, Hailin Sang

Publication date: 11 June 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.05987

zbMATH Keywords

kernel estimatorscentral limit theoremdensity estimationreversible Markov chains

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)

Related Items

Remarks on limit theorems for reversible Markov processes and their applications

Cites Work

• Unnamed Item
• Unnamed Item
• Kernel estimation for time series: an asymptotic theory
• Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for reversible Markov processes
• Asymptotic normality of some kernel-type estimators of probability density
• Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
• Normal fluctuations and the FKG inequalities
• Smoothing techniques. With implementation in S
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Asymptotic normality for density kernel estimators in discrete and continuous time
• Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition
• Asymptotic normality of kernel estimates of a density function under association dependence
• Necessary and sufficient conditions for the conditional central limit theorem
• Asymptotic theory of weakly dependent stochastic processes
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Remarks on Some Nonparametric Estimates of a Density Function
• On Estimation of a Probability Density Function and Mode