Nonparametric methods of inference for finite-state, inhomogeneous Markov processes
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Publication:1769789
DOI10.3150/bj/1099579162zbMath1058.62066OpenAlexW1990427099MaRDI QIDQ1769789
Publication date: 30 March 2005
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3150/bj/1099579162
bandwidthkernel methodsnonparametric regressiontransition probabilitylocal linear methodsbinary time seriesstate probability
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)
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