Pages that link to "Item:Q1052009"

The following pages link to Estimation de la transition de probabilité d'une chaîne de Markov Doeblin-recurrente. Étude du cas du processus autoregressif général d'ordre 1 (Q1052009):

Displaying 22 items.

• Estimation of the transition density of a Markov chain (Q405506) (← links)
• Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) (← links)
• Kernel estimation for additive models under dependence (Q689169) (← links)
• Integrated consistency of smoothed probability density estimators for stationary sequences (Q914286) (← links)
• Nonparametric density and regression estimation for Markov sequences without mixing assumptions (Q914287) (← links)
• Testing the functions defining a nonlinear autoregressive time series (Q917203) (← links)
• Nonparametric adaptive control of discrete-time partially observable stochastic systems (Q1122548) (← links)
• Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes (Q1181408) (← links)
• Quadratic errors for nonparametric estimates under dependence (Q1182766) (← links)
• Estimation of an autoregressive semiparametric model with exogenous variables (Q1299534) (← links)
• Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations (Q1586981) (← links)
• Functional density estimation of the transition operator of a discrete-time Markov process. (Q1608734) (← links)
• Inhomogeneous and anisotropic conditional density estimation from dependent data (Q1952241) (← links)
• Spectral thresholding for the estimation of Markov chain transition operators (Q2074325) (← links)
• A note on the limit theory of a Dickey-Fuller unit root test with heavy tailed innovations (Q2405940) (← links)
• Nonparametric estimation of the stationary density and the transition density of a Markov chain (Q2469498) (← links)
• A note on non-parametric testing for Gaussian innovations in AR-ARCH models (Q2852597) (← links)
• Propri�t�s de convergence presque compl�te du pr�dicteur � noyau (Q3038407) (← links)
• Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
• Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model (Q4979109) (← links)
• Bootstrapping Robust Statistics for Markovian Data Applications to Regenerative <i>R</i>‐Statistics and <i>L</i>‐Statistics (Q5251509) (← links)
• Concentration inequalities for kernel density estimators under uniform mixing (Q6134389) (← links)