Strong consistency of kernel estimators for Markov transition densities

DOI10.1007/s005740200022zbMath1033.62035OpenAlexW1999242156MaRDI QIDQ1416113

Chang Chung Yu Dorea

Publication date: 11 December 2003

Published in: Bulletin of the Brazilian Mathematical Society. New Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s005740200022

zbMATH Keywords

kernel estimatestransition density

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)

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Posterior consistency of Dirichlet mixtures for estimating a transition density, Estimation of the transition density of a Markov chain