Density estimation for non–stationary markov processes

DOI10.1080/02331888408801767zbMath0558.62075OpenAlexW2393651744MaRDI QIDQ3223745

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Publication date: 1984

Published in: Series Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888408801767

zbMATH Keywords

Markov processdensity estimationstationary densityconsistency of estimatesarbitrary initial distributionnon-stationary initial distribution

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

Related Items (4)

Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation ⋮ Density estimation for Markov chains ⋮ Nonparametric estimation of the stationary density and the transition density of a Markov chain ⋮ Convergence of Hermite Series Density Estimators Under Conditions of Weak Dependence

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