Estimation de la transition de probabilité d'une chaîne de Markov Doeblin-recurrente. Étude du cas du processus autoregressif général d'ordre 1
type: Item
instance of: scholarly article
title: Estimation de la transition de probabilité d'une chaîne de Markov Doeblin-recurrente. Étude du cas du processus autoregressif général d'ordre 1
zbMATH Open document ID: 0515.62037
DOI: 10.1016/0304-4149(83)90036-4
author: Paul Doukhan
author: Marcel Ghindes
published in: Stochastic Processes and their Applications
publication date: 1983-01-01T00:00:00Z
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62M05
zbMATH DE Number: 3814769
zbMATH Keywords: homogeneous Markov chain
zbMATH Keywords: density estimations
zbMATH Keywords: kernel estimators
zbMATH Keywords: regression function
zbMATH Keywords: autoregressive model
zbMATH Keywords: Doeblin recurrent
zbMATH Keywords: transition probability estimation
zbMATH Keywords: integrated mean square error
zbMATH Keywords: uniform convergence
MaRDI profile type: Publication
full work available at URL: 0304-4149(83)90036-4
OpenAlex ID: W1982473924
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description: scientific article; zbMATH DE number 3814769