Kernel estimation for stationary density of Markov chains with general state space

DOI10.1007/BF02509234zbMATH Open1095.62101OpenAlexW1973698106MaRDI QIDQ2501352FDOQ2501352

Authors: V. S. M. Campos, Chang C. Y. Dorea 

Publication date: 6 September 2006

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02509234

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• scientific article; zbMATH DE number 32222

zbMATH Keywords

kernel estimatorgeometric ergodicitymixing conditiongeneral state space

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) General theory of stochastic processes (60G07)

Cites Work

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• Moment inequalities for mixing sequences of random variables
• Nonparametric estimation in Markov processes
• Kernel estimation for real-valued Markov chains
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• Kernel density estimation: The general case
• Nonparametric density estimation in hidden Markov models
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Cited In (14)

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• Estimating the stationary distribution of a Markov chain
• Strong consistency of kernel density estimates for Markov chains failure rates
• On kernel estimators of density for reversible Markov chains
• Strong consistency of kernel estimators for Markov transition densities
• Level set and drift estimation from a reflected Brownian motion with drift
• Recursive estimation of the transition distribution function of a Markov process: Asymptotic normality
• Generalized look-ahead methods for computing stationary densities
• Statistical estimation of ergodic Markov chain kernel over discrete state space
• Kernel estimation for real-valued Markov chains
• Title not available (Why is that?)
• A Hellinger distance approach to MCMC diagnostics
• Title not available (Why is that?)
• Title not available (Why is that?)

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