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/0611681OpenAlexW1969141369MaRDI 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 convergencehidden Markov chainmodel selectiontransition densitydeconvolutionnonparametric estimation
Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)
Related Items (13)
Contrast estimation for noisy observations of diffusion processes via closed-form density expansions ⋮ Semiparametric inference for mixtures of circular data ⋮ Warped bases for conditional density estimation ⋮ Model selection for hazard rate estimation in presence of censoring ⋮ Adaptive distributed methods under communication constraints ⋮ Adaptive and minimax estimation of the cumulative distribution function given a functional covariate ⋮ ADAPTIVE DENSITY ESTIMATION FOR GENERAL ARCH MODELS ⋮ Optimal adaptive estimation of the relative density ⋮ Adaptive estimation of the hazard rate with multiplicative censoring ⋮ Multivariate adaptive warped kernel estimation ⋮ Non-parametric Poisson regression from independent and weakly dependent observations by model selection ⋮ Adaptive Warped Kernel Estimators ⋮ Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
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