Estimation of the transition density of a Markov chain
type: Item
instance of: scholarly article
title: Estimation of the transition density of a Markov chain
zbMATH Open document ID: 1298.62144
DOI: 10.1214/13-AIHP551
author: Mathieu Sart
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 2014-09-05T00:00:00Z
full work available at URL: https://arxiv.org/abs/1210.5165
full work available at URL: https://projecteuclid.org/euclid.aihp/1403277007
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 60J10
zbMATH DE Number: 6340417
zbMATH Keywords: adaptive estimation
zbMATH Keywords: Markov chain
zbMATH Keywords: model selection
zbMATH Keywords: robust tests
zbMATH Keywords: transition density
MaRDI profile type: Publication
arXiv ID: 1210.5165
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OpenAlex ID: W2031969209
description: scientific article