Rate of convergence of the spline estimates for Markov chains

DOI10.1016/0167-7152(89)90129-6MaRDI QIDQ581981zbMATH OpenOpenAlexFDO

Authors Prabir Burman

Publication date 1989

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(89)90129-6

zbMATH Keywords

predictionoptimal rate of convergenceB-splinestationary Markov chainspline estimate

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes and prediction (62M20)

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Cites work

• scientific article; zbMATH DE number 3862231 (Why is no real title available?)
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• A data dependent approach to density estimation
• A practical guide to splines
• Additive regression and other nonparametric models
• Interpolating spline methods for density estimation. I: Equi-spaced knots
• Nonparameteric estimation in mixing sequences of random variables
• Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences
• Nonparametric Estimation of the Transition Distribution Function of a Markov Process
• Optimal global rates of convergence for nonparametric regression
• Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations

Cited in

(1)

• DATA-DEPENDENT ESTIMATION OF PREDICTION FUNCTIONS

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