This paper deals with a general class of recursive estimates of the density function in a continuous-time stationary Markov process. Under the condition $G_2$ of Rosenblatt sufficient conditions for almost sure convergence of such estimates are given.
Publié le : 1979-03-14
Classification:
Density estimation,
stationary Markov process,
almost sure convergence of density estimates,
62G05,
60J25
@article{1176344618,
author = {Nguyen, Hung T.},
title = {Density Estimation in a Continuous-Time Stationary Markov Process},
journal = {Ann. Statist.},
volume = {7},
number = {1},
year = {1979},
pages = { 341-348},
language = {en},
url = {http://dml.mathdoc.fr/item/1176344618}
}
Nguyen, Hung T. Density Estimation in a Continuous-Time Stationary Markov Process. Ann. Statist., Tome 7 (1979) no. 1, pp. 341-348. http://gdmltest.u-ga.fr/item/1176344618/