Uniform iterated logarithm laws for martingales and their application to functional estimation in controlled Markov chains. (Q1877531)
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scientific article; zbMATH DE number 2098348
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniform iterated logarithm laws for martingales and their application to functional estimation in controlled Markov chains. |
scientific article; zbMATH DE number 2098348 |
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Uniform iterated logarithm laws for martingales and their application to functional estimation in controlled Markov chains. (English)
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7 September 2004
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A collection of square-integrable martingales depending on a parameter \(x\in R^d\) is considered. The author presents uniform strong results for such a scheme: a uniform strong law and a uniform iterative logarithm law. The results are applied to Markov chains and martingales subjected to a general regression model.
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iterated logarithm law
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autoregressive model
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controlled model
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Markov chain
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kernel estimator
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