Asymptotic normality of the kernel estimate for the Markovian transition operator

DOI10.4064/AM38-1-7zbMATH Open1213.62131OpenAlexW2333632176MaRDI QIDQ3079979FDOQ3079979

Authors: Samir Benaissa, Abbes Rabhi, Belaïd Mechab 

Publication date: 4 March 2011

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/am38-1-7

Recommendations

• Functional density estimation of the transition operator of a discrete-time Markov process.
• Recursive estimation of the transition distribution function of a Markov process: Asymptotic normality
• Kernel estimators for semi-Markov processes
• scientific article; zbMATH DE number 17219
• Strong consistency of kernel estimators for Markov transition densities

zbMATH Keywords

Markov processes

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes and spectral analysis (62M15)

Cited In (3)

• Title not available (Why is that?)
• Functional density estimation of the transition operator of a discrete-time Markov process.
• Title not available (Why is that?)

This page was built for publication: Asymptotic normality of the kernel estimate for the Markovian transition operator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3079979)