Functional density estimation of the transition operator of a discrete-time Markov process.

DOI10.1016/S1631-073X(02)02397-XzbMath0997.62026MaRDI QIDQ1608734

Abderrahmane Yousfate, Ali Laksaci

Publication date: 14 October 2002

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Mathematics Subject Classification ID

Density estimation (62G07) Markov processes: estimation; hidden Markov models (62M05)

Related Items (3)

The $k$ nearest neighbors local linear estimator of functional conditional density when there are missing data ⋮ On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes ⋮ Choice of the smoothing parameter in the kernel estimation of the transition matrix of a semi-Markovian process

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