Kernel estimation for stationary density of Markov chains with general state space

DOI10.1007/BF02509234zbMath1095.62101OpenAlexW1973698106MaRDI QIDQ2501352

Viviane S. M. Campos, Chang Chung Yu Dorea

Publication date: 6 September 2006

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02509234

zbMATH Keywords

kernel estimatormixing conditiongeometric ergodicitygeneral state space

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) General theory of stochastic processes (60G07)

Related Items

Level sets and drift estimation for reflected Brownian motion with drift, Strong consistency of kernel density estimates for Markov chains failure rates, A Hellinger distance approach to MCMC diagnostics

Cites Work

• Nonparametric density estimation in hidden Markov models
• Nonparametric estimation in Markov processes
• Moment inequalities for mixing sequences of random variables
• Kernel density estimation: The general case
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