Nonparametric estimation in Markov processes
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Balasubramanian, K. & Viveros, R. & Balakrishnan, N., 1993. "Sooner and later waiting time problems for Markovian Bernoulli trials," Statistics & Probability Letters, Elsevier, vol. 18(2), pages 153-161, September.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Lacour, Claire, 2008. "Nonparametric estimation of the stationary density and the transition density of a Markov chain," Stochastic Processes and their Applications, Elsevier, vol. 118(2), pages 232-260, February.
- Kim, Tae Yoon & Cox, Dennis D., 1996. "Uniform strong consistency of kernel density estimators under dependence," Statistics & Probability Letters, Elsevier, vol. 26(2), pages 179-185, February.
- Isha Bagai & B. Prakasa Rao, 1995. "Kernel-type density and failure rate estimation for associated sequences," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(2), pages 253-266, June.
- Cai, Zongwu, 2001. "Weighted Nadaraya-Watson regression estimation," Statistics & Probability Letters, Elsevier, vol. 51(3), pages 307-318, February.
- Cai, Zongwu, 2003. "Nonparametric estimation equations for time series data," Statistics & Probability Letters, Elsevier, vol. 62(4), pages 379-390, May.
- Domowitz, Ian & El-Gamal, Mahmoud A., 2001.
"A consistent nonparametric test of ergodicity for time series with applications,"
Journal of Econometrics,
Elsevier, vol. 102(2), pages 365-398, June.
- Domowitz, I. & El-Gamal, M.A., 1997. "A Consistent Nonparametric Test of Ergodicity for Time Series with Applications," Working papers 9716, Wisconsin Madison - Social Systems.
- El-Gamal, Mahmoud A. & Ryu, Deockhyun, 2006. "Short-memory and the PPP hypothesis," Journal of Economic Dynamics and Control, Elsevier, vol. 30(3), pages 361-391, March.
- Deockhyun Ryu & Mahmoud A. El-Gamal, 2004. "Convergence Hypotheses are Ill-Posed:Non-stationarity of Cross-Country Income Distribution D," Econometric Society 2004 Far Eastern Meetings 576, Econometric Society.
- Chang, Christopher C. & Politis, Dimitris N., 2011. "Bootstrap with larger resample size for root-n consistent density estimation with time series data," Statistics & Probability Letters, Elsevier, vol. 81(6), pages 652-661, June.
- Liebscher, Eckhard, 1999. "Asymptotic normality of nonparametric estimators under [alpha]-mixing condition," Statistics & Probability Letters, Elsevier, vol. 43(3), pages 243-250, July.
- Hwai-Chung, Ho, 1996. "On central and non-central limit theorems in density estimation for sequences of long-range dependence," Stochastic Processes and their Applications, Elsevier, vol. 63(2), pages 153-174, November.
- Liebscher, Eckhard, 1996. "Strong convergence of sums of [alpha]-mixing random variables with applications to density estimation," Stochastic Processes and their Applications, Elsevier, vol. 65(1), pages 69-80, December.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:21:y:1969:i:1:p:73-87. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla) or (Rebekah McClure). General contact details of provider: http://www.springer.com .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.