Estimation de la transition de probabilité d'une chaîne de Markov doëblin-récurrente. étude du cas du processus autorégressif général d'ordre 1
- 1 August 1983
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 15 (3) , 271-293
- https://doi.org/10.1016/0304-4149(83)90036-4
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Estimation des densit s: risque minimaxProbability Theory and Related Fields, 1979
- A Uniform Theory for Sums of Markov Chain Transition ProbabilitiesThe Annals of Probability, 1975
- Nonparametric Estimation of the Transition Distribution Function of a Markov ProcessThe Annals of Mathematical Statistics, 1969