Density estimation in a continuous-time stationary Markov process

DOI10.1214/aos/1176344618zbMath0408.62071OpenAlexW2002740415MaRDI QIDQ1258583

Nguyen Trung Hung

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/1176344618

zbMATH Keywords

Almost Sure Convergence Of EstimatesContinuous-Time Stationary Markov ProcessDensity EstimationRecursive EstimatesUniform Convergence of Expectations

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

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