Strong consistency of kernel density estimates for Markov chains failure rates
type: Item
instance of: scholarly article
title: Strong consistency of kernel density estimates for Markov chains failure rates
zbMATH Open document ID: 1284.62247
author: C. R. Gonçalves
author: G. S. Atuncar
author: Chang C. Y. Dorea
published in: Statistical Inference for Stochastic Processes
publication date: 2008-09-22T00:00:00Z
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 60J05
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62N05
zbMATH DE Number: 5345725
zbMATH Keywords: failure rates for Markov chain
zbMATH Keywords: kernel density estimators
MaRDI profile type: Publication
full work available at URL: s11203-006-9003-7
OpenAlex ID: W2084500377
cites work: Kernel estimation for real-valued Markov chains
cites work: Kernel density estimation: The general case
cites work: Kernel estimation for stationary density of Markov chains with general state space
cites work: Strongly ergodic behavior for non-stationary Markov processes
cites work: Hazard rate estimation under dependence conditions
cites work: Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate
cites work: Q3973916
cites work: ASYMPTOTIC PROPERTIES FOR MAXIMUM LIKELIHOOD ESTIMATORS FOR RELIABILITY AND FAILURE RATES OF MARKOV CHAINS
DOI: 10.1007/S11203-006-9003-7
description: scientific article; zbMATH DE number 5345725