Density estimation for Markov chains
From MaRDI portal
Publication:4322920
DOI10.1080/02331889208802350zbMath0809.62077OpenAlexW1984046706MaRDI QIDQ4322920
Publication date: 13 February 1995
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331889208802350
kernel estimationstationary densityhomogeneous Markov chainconvergence in probabilitya.s. convergenceconvergence in quadratic meanperiodic Markov chains
Related Items (4)
A generalization of the Kaplan-Meier estimator to Harris-recurrent Markov chains ⋮ Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation ⋮ Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution ⋮ Nonparametric estimation of the stationary density and the transition density of a Markov chain
Cites Work
- Unnamed Item
- Unnamed Item
- Nonparametric density and regression estimation for Markov sequences without mixing assumptions
- Data-driven bandwidth choice for density estimation based on dependent data
- Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
- A note on nonparametric density estimation for dependent variables using a delta sequence
- Nonparametric estimation in Markov processes
- Density estimation for non–stationary markov processes
- Remarks on Some Nonparametric Estimates of a Density Function
- Zum Ergodenverhalten einer Klasse homogener MARKOVscher Ketten
- Empirical distribution function for mixing random variables. application in nonparametric hazard estimation
- Kernel estimators for probability densities with discontinuities
- Nonparametric Estimation of the Transition Distribution Function of a Markov Process
- On Choosing a Delta-Sequence
- On Estimation of a Probability Density Function and Mode
This page was built for publication: Density estimation for Markov chains
