Asymptotic normality of the kernel estimate for the Markovian transition operator
Samir Benaissa ; Abbes Rabhi ; Belaid Mechab
Applicationes Mathematicae, Tome 38 (2011), p. 93-105 / Harvested from The Polish Digital Mathematics Library
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We build a kernel estimator of the Markovian transition operator as an endomorphism on L¹ for some discrete time continuous states Markov processes which satisfy certain additional regularity conditions. The main result deals with the asymptotic normality of the kernel estimator constructed.

Publié le : 2011-01-01
EUDML-ID : urn:eudml:doc:279965 
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Samir Benaissa; Abbes Rabhi; Belaid Mechab. Asymptotic normality of the kernel estimate for the Markovian transition operator. Applicationes Mathematicae, Tome 38 (2011) pp. 93-105. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am38-1-7/