Pages that link to "Item:Q3473182"
From MaRDI portal
The following pages link to Nonparametric recursive estimation in stationary markov processes (Q3473182):
Displaying 18 items.
- Estimation in nonlinear regression with Harris recurrent Markov chains (Q342665) (← links)
- Nonparametric density and regression estimation for Markov sequences without mixing assumptions (Q914287) (← links)
- On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions (Q936393) (← links)
- Strong consistency of kernel density estimates for Markov chains failure rates (Q946282) (← links)
- Recursive estimation of the transition distribution function of a Markov process: Asymptotic normality (Q1176989) (← links)
- A first-order stationary Markov class A transition density (Q1358686) (← links)
- Strong consistency of kernel estimators for Markov transition densities (Q1416113) (← links)
- Functional density estimation of the transition operator of a discrete-time Markov process. (Q1608734) (← links)
- Kernel estimation for real-valued Markov chains (Q2736760) (← links)
- (Q3358093) (← links)
- (Q3675339) (← links)
- Estimation of transition distribution function and its quantiles in Markov processes: Strong consistency and asymptotic normality (Q3973916) (← links)
- Recursive estimation in mixture models with Markov regime (Q3987468) (← links)
- Estimation of density function for stationary processes with application to Markov processes (Q3988225) (← links)
- Recursive Estimation for Some Nonstationary Processes (Q4215923) (← links)
- On<i>L</i><sub>1</sub>-consistency of kernel-type density estimator for stationary markov processes (Q4843877) (← links)
- (Q4894932) (← links)
- A recursive nonparametric estimator for the transition kernel of a piecewise-deterministic Markov process (Q5174378) (← links)