scientific article; zbMATH DE number 17219

zbMATH Open0735.62081MaRDI QIDQ3973916FDOQ3973916

Authors: George Roussas 

Publication date: 26 June 1992

Title of this publication is not available (Why is that?)

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zbMATH Keywords

asymptotic normalitystrong consistencyquantilesrho mixingone-step transition probability distributionratio of kernel estimatesstrictly stationary, discrete-time Markov process

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Asymptotic distribution theory in statistics (62E20)

Cited In (15)

• Regeneration-based statistics for Harris recurrent Markov chains
• Transition and limiting distributions when covariates are available
• Central limit theorem for kernel estimator of invariant density in bifurcating Markov chains models
• Asymptotic normality of the kernel estimate for the Markovian transition operator
• Strong consistency of kernel density estimates for Markov chains failure rates
• Estimation of the transition density of a Markov chain
• Nonparametric prediction by conditional median and quantiles
• Efficient prediction for linear and nonlinear autoregressive models
• Kernel estimation for stationary density of Markov chains with general state space
• Recursive estimation of the transition distribution function of a Markov process: Asymptotic normality
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• Fixed design regression quantiles for time series
• Asymptotic properties of empirical estimates for parameters of Markov sequences
• Asymptotic normality of a smooth estimate of a random field distribution function under association
• Some asymptotic results of a non-parametric conditional mode estimator for functional time-series data

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