Strong consistency of Kernel density estimates for Markov chains failure rates-Reference-Cited by-同舟云学术

Strong consistency of Kernel density estimates for Markov chains failure rates

Published:2006-07-07 Issue:1 Volume:11 Page:1-10
ISSN:1387-0874
Container-title:Statistical Inference for Stochastic Processes
language:en
Short-container-title:Stat Infer Stoch Process

Author:

Atuncar G. S.,Dorea C. C. Y.,Gonçalves C. R.

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s11203-006-9003-7.pdf

Reference9 articles.

1. Athreya KB, Atuncar GS (1998) Kernel estimations for real-valued Markov chains. Sankhya: Indian J Stat Ser A, 60:1–17

2. Bracquemond C, Gaudoin O, Xie M (2001) Towards a new definition of failure rate for discrete distributions. In: 10th Intern. symposium on applied stochastic models and data analysis, vol 1, pp. 266–270

3. Campos VSM, Dorea CCY (2001) Kernel density estimation: the general case. Stat Probab Lett 55:173–180

4. Campos VSM, Dorea CCY (2005) Kernel estimation for stationary density of Markov chains with general state space. Annal Inst Stat Math 57:443–453

5. Madsen RW, Isaacson DL (1973) Strongly ergodic behavior for non-stationary Markov processes. Annal Probab 1:329–335

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