Strong consistency of kernel density estimates for Markov chains failure rates

DOI10.1007/s11203-006-9003-7zbMath1284.62247MaRDI QIDQ946282

C. R. Gonçalves, Gregorio S. Atuncar, Chang Chung Yu Dorea

Publication date: 22 September 2008

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-006-9003-7

zbMATH Keywords

kernel density estimators; failure rates for Markov chain

Mathematics Subject Classification ID

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

62M05: Markov processes: estimation; hidden Markov models

60J05: Discrete-time Markov processes on general state spaces

62N05: Reliability and life testing

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