scientific article; zbMATH DE number 17219
From MaRDI portal
Publication:3973916
Recommendations
- Recursive estimation of the transition distribution function of a Markov process: Asymptotic normality
- Asymptotic normality of the kernel estimate for the Markovian transition operator
- Nonparametric recursive estimation in stationary markov processes
- Nonparameteric estimation in mixing sequences of random variables
- scientific article; zbMATH DE number 4211323
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
- Estimation of the transition density of a Markov chain
- Strong consistency of kernel density estimates for Markov chains failure rates
- 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
- Fixed design regression quantiles for time series
- scientific article; zbMATH DE number 7387619 (Why is no real title available?)
- 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
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3973916)
