Nonparametric estimation of Markov transition functions

DOI10.1214/aos/1176344687zbMath0407.62060OpenAlexW2044191104MaRDI QIDQ1258153

Sidney Yakowitz

Publication date: 1979

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176344687

zbMATH Keywords

Computer SimulationNonparametric EstimationClustering AlgorithmConsistent EstimatorHydrologic Time SeriesMarkov-ChainStationary Transition Function

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Probabilistic methods, stochastic differential equations (65C99)

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