Pages that link to "Item:Q3973916"

The following pages link to Estimation of transition distribution function and its quantiles in Markov processes: Strong consistency and asymptotic normality (Q3973916):

Displaying 15 items.

• Estimation of the transition density of a Markov chain (Q405506) (← links)
• Efficient prediction for linear and nonlinear autoregressive models (Q869982) (← 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)
• Nonparametric prediction by conditional median and quantiles (Q1410280) (← links)
• Fixed design regression quantiles for time series (Q1771423) (← links)
• Asymptotic normality of a smooth estimate of a random field distribution function under association (Q1897099) (← links)
• Asymptotic properties of empirical estimates for parameters of Markov sequences (Q2263219) (← links)
• Transition and limiting distributions when covariates are available (Q2324691) (← links)
• Kernel estimation for stationary density of Markov chains with general state space (Q2501352) (← links)
• Asymptotic normality of the kernel estimate for the Markovian transition operator (Q3079979) (← links)
• Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
• (Q5011558) (← links)
• Central limit theorem for kernel estimator of invariant density in bifurcating Markov chains models (Q6111884) (← links)
• Some asymptotic results of a non-parametric conditional mode estimator for functional time-series data (Q6573266) (← links)