Asymptotic normality of the kernel estimate for the Markovian transition operator

DOI10.4064/AM38-1-7MaRDI QIDQ3079979zbMATHOpenAlexFDO

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

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)

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(4)

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• scientific article; zbMATH DE number 6948241 (Why is no real title available?)
• scientific article; zbMATH DE number 17219 (Why is no real title available?)
• On the kernel of the covariance operator for Markov semigroups. I.

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