Kernel estimation for stationary density of Markov chains with general state space-Reference-Cited by-同舟云学术

Kernel estimation for stationary density of Markov chains with general state space

Published:2005-09 Issue:3 Volume:57 Page:443-453
ISSN:0020-3157
Container-title:Annals of the Institute of Statistical Mathematics
language:en
Short-container-title:Ann Inst Stat Math

Author:

Campos Viviane S. M.,Dorea Chang C. Y.

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/BF02509234.pdf

Reference10 articles.

1. Athreya, K. B. and Atuncar, G. S. (1998). Kernel estimations for real-valued Markov chains,Sankhya: The Indian Journal of Statistics, Series A,60, 1–17.

2. Campos, V. S. M. (2001). Asymptotic analysis of kernel type estimators for densities associated with general Markov chains, Ph.D. Thesis, Department of Mathematics, Universidade de Brasilia, Brasilia-DF, Brazil (in Portuguese).

3. Campos, V. S. M. and Dorea, C. C. Y. (2001). Kernel density estimation: The general case,Statistics and Probability Letters,55, 173–180.

4. Devroye, L. (1991). Exponential inequalities in nonparametric estimation,Nonparametric Functional Estimations and Related Topics (ed. G. G. Roussas), 31–44, Kluwer Academic Publishers, Dordrecht.

5. Doob, J. L. (1953).Stochastic Processes, John Wiley and Sons, New York.

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