A perturbation analysis of Markov chains models with time-varying parameters

DOI10.3150/20-BEJ1210zbMath1455.60092arXiv1706.03214OpenAlexW3081044133MaRDI QIDQ2203626

Lionel Truquet

Publication date: 7 October 2020

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.03214

zbMATH Keywords

local stationaritytime-inhomogeneous Markov chains

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Discrete-time Markov processes on general state spaces (60J05)

Related Items (1)

Empirical process theory for locally stationary processes

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