Nonparametric estimation of the stationary density and the transition density of a Markov chain
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Publication:2469498
DOI10.1016/j.spa.2007.04.013zbMath1129.62028arXivmath/0611645OpenAlexW1967939658MaRDI QIDQ2469498
Publication date: 6 February 2008
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0611645
model selectionMarkov chainadaptive estimationAR(1) processesprojection estimatorspenalized contrast
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