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

DOI10.1007/BF02509234MaRDI QIDQ2501352zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 17207 (Why is no real title available?)
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• scientific article; zbMATH DE number 3464580 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• Kernel density estimation: The general case
• Kernel estimation for real-valued Markov chains
• Moment inequalities for mixing sequences of random variables
• Nonparametric density estimation in hidden Markov models
• Nonparametric estimation in Markov processes

Cited in

(14)

• scientific article; zbMATH DE number 93972 (Why is no real title available?)
• scientific article; zbMATH DE number 32222 (Why is no real title available?)
• A Hellinger distance approach to MCMC diagnostics
• On kernel estimators of density for reversible Markov chains
• Estimating the stationary distribution of a Markov chain
• Generalized look-ahead methods for computing stationary densities
• Strong consistency of kernel estimators for Markov transition densities
• Strong consistency of kernel density estimates for Markov chains failure rates
• Statistical estimation of ergodic Markov chain kernel over discrete state space
• scientific article; zbMATH DE number 2072574 (Why is no real title available?)
• Recursive estimation of the transition distribution function of a Markov process: Asymptotic normality
• Level set and drift estimation from a reflected Brownian motion with drift
• Kernel estimation for real-valued Markov chains
• scientific article; zbMATH DE number 4172202 (Why is no real title available?)

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