Regenerative block empirical likelihood for Markov chains
From MaRDI portal
Publication:3106423
DOI10.1080/10485252.2011.565340zbMath1230.62033arXiv1102.3107OpenAlexW2168904425MaRDI QIDQ3106423
Publication date: 21 December 2011
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1102.3107
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)
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