Rate of convergence of the spline estimates for Markov chains

DOI10.1016/0167-7152(89)90129-6zbMATH Open0689.62070OpenAlexW1983419702MaRDI QIDQ581981FDOQ581981

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

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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)

Cites Work

• Interpolating spline methods for density estimation. I: Equi-spaced knots
• Additive regression and other nonparametric models
• Title not available (Why is that?)
• A practical guide to splines
• Optimal global rates of convergence for nonparametric regression
• A data dependent approach to density estimation
• Title not available (Why is that?)
• Nonparameteric estimation in mixing sequences of random variables
• Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
• Nonparametric Estimation of the Transition Distribution Function of a Markov Process
• Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences

Cited In (1)

• DATA-DEPENDENT ESTIMATION OF PREDICTION FUNCTIONS

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