Nonparametric Estimation of Markov Transition Functions
Yakowitz, Sidney
Ann. Statist., Tome 7 (1979) no. 1, p. 671-679 / Harvested from Project Euclid
Let $\{X_n\}$ be a Markov chain having a stationary transition function and assume that the state set is an arbitrary set in a Euclidean space. The state transition law of the chain is given by a function $F(y|x) = P\lbrack X_{n+1} \leqslant y|X_n = x\rbrack$, which is assumed defined and continuous for all $x$. In this paper we give a statistical procedure for determining a function $F_n(y\mid x)$ on the basis of the sample $\{X_j\}^n_{j=1}, n = 1, 2,\cdots,$ and prove that if the chain is irreducible, aperiodic, and possesses a limiting distribution $\pi$, then with probability 1, $\sup_y|F_n(y|x) - F(y|x)| \rightarrow_n0$ for every $x$ such that any open sphere containing $x$ has positive $\pi$ probability. This result improves upon a study by Roussas which gives only weak convergence. We demonstrate that a certain clustering algorithm is useful for obtaining efficient versions of our estimates. The potential value of our methods is illustrated by computer studies using simulated data.
Publié le : 1979-05-14
Classification:  Markov-chain,  consistent estimator,  nonparametric inference,  hydrologic time series,  62M05,  62G05
@article{1176344687,
     author = {Yakowitz, Sidney},
     title = {Nonparametric Estimation of Markov Transition Functions},
     journal = {Ann. Statist.},
     volume = {7},
     number = {1},
     year = {1979},
     pages = { 671-679},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176344687}
}
Yakowitz, Sidney. Nonparametric Estimation of Markov Transition Functions. Ann. Statist., Tome 7 (1979) no. 1, pp.  671-679. http://gdmltest.u-ga.fr/item/1176344687/