Estimation of the transition density of a Markov chain
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Publication:405506
DOI10.1214/13-AIHP551zbMath1298.62144arXiv1210.5165OpenAlexW2031969209MaRDI QIDQ405506
Publication date: 5 September 2014
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.5165
Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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