Adaptive estimation of the transition density of a regular Markov chain

zbMath1008.62076MaRDI QIDQ1856560

S. J. M. Clémençon

Publication date: 10 February 2003

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

Markov chainswavelet shrinkageadaptive estimationtransition densitiesminimax rate of convergence

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

Related Items (12)

Posterior consistency of Dirichlet mixtures for estimating a transition density ⋮ Adaptive pointwise estimation of conditional density function ⋮ Regenerative block-bootstrap for Markov chains ⋮ Estimation of the transition density of a Markov chain ⋮ Extreme values statistics for Markov chains via the (pseudo-) regenerative method ⋮ Least squares type estimation of the transition density of a particular hidden Markov chain ⋮ Inhomogeneous and anisotropic conditional density estimation from dependent data ⋮ Nonparametric estimation of the stationary density and the transition density of a Markov chain ⋮ A renewal approach to Markovian \(U\)-statistics ⋮ A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities ⋮ Approximate regenerative-block bootstrap for Markov chains ⋮ Regeneration-based statistics for Harris recurrent Markov chains

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