Adaptive estimation of the transition density of a particular hidden Markov chain
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Publication:2482129
DOI10.1016/j.jmva.2007.04.006zbMath1286.62071arXivmath/0611681MaRDI QIDQ2482129
Publication date: 16 April 2008
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0611681
rate of convergence; hidden Markov chain; model selection; transition density; deconvolution; nonparametric estimation
62H12: Estimation in multivariate analysis
62G05: Nonparametric estimation
62M05: Markov processes: estimation; hidden Markov models
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