Statistical estimation of ergodic Markov chain kernel over discrete state space
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Publication:2214258
DOI10.3150/20-BEJ1248zbMath1472.62133arXiv1809.05014OpenAlexW3107422154WikidataQ114038757 ScholiaQ114038757MaRDI QIDQ2214258
Geoffrey Wolfer, Leonid (Aryeh) Kontorovich
Publication date: 7 December 2020
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.05014
Minimax procedures in statistical decision theory (62C20) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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