Pages that link to "Item:Q1176989"
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The following pages link to Recursive estimation of the transition distribution function of a Markov process: Asymptotic normality (Q1176989):
Displaying 10 items.
- Efficient prediction for linear and nonlinear autoregressive models (Q869982) (← links)
- Functional density estimation of the transition operator of a discrete-time Markov process. (Q1608734) (← links)
- Mean squared error properties of the kernel-based multi-stage median predictor for time series (Q1612971) (← links)
- Asymptotic properties of empirical estimates for parameters of Markov sequences (Q2263219) (← links)
- Prediction in moving average processes (Q2475751) (← links)
- Prediction in invertible linear processes (Q2643044) (← links)
- Asymptotic normality of the kernel estimate for the Markovian transition operator (Q3079979) (← links)
- Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
- Nonparametric recursive estimation in stationary markov processes (Q3473182) (← links)
- Estimation of transition distribution function and its quantiles in Markov processes: Strong consistency and asymptotic normality (Q3973916) (← links)
