Nonparametric Estimation of Markov Transition Functions

• 1 May 1979
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Statistics
• Vol. 7  (3) , 671-679
• https://doi.org/10.1214/aos/1176344687

Abstract

Keywords

• WEAK CONVERGENCE
• CONSISTENT ESTIMATOR
• TIME SERIES
• EUCLIDEAN SPACE
• STATE TRANSITION
• MARKOV CHAIN