Nonparametric recursive estimation in stationary markov processes

DOI10.1080/03610928908829968zbMath0696.62193OpenAlexW2030818265MaRDI QIDQ3473182

Eiichi Isogai

Publication date: 1989

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908829968

zbMATH Keywords

nonparametric estimationweak and strong consistencystationary Markov processrecursive kernel estimators

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

OnL₁-consistency of kernel-type density estimator for stationary markov processes

Cites Work

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• Density estimation in a continuous-time stationary Markov process
• Nonparametric estimation in Markov processes
• Markov processes and learning models
• On Interchanging Limits and Integrals
• Nonparametric Identification for Diffusion Processes
• Nonparametric Estimation of the Transition Distribution Function of a Markov Process

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