Asymptotic normality of the kernel estimate for the Markovian transition operator

Samir Benaissa, Abbes Rabhi, and Belaid Mechab. "Asymptotic normality of the kernel estimate for the Markovian transition operator." Applicationes Mathematicae 38.1 (2011): 93-105. <http://eudml.org/doc/279965>.

@article{SamirBenaissa2011,
abstract = {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.},
author = {Samir Benaissa, Abbes Rabhi, Belaid Mechab},
journal = {Applicationes Mathematicae},
keywords = {Markov processes},
language = {eng},
number = {1},
pages = {93-105},
title = {Asymptotic normality of the kernel estimate for the Markovian transition operator},
url = {http://eudml.org/doc/279965},
volume = {38},
year = {2011},
}

TY - JOUR
AU - Samir Benaissa
AU - Abbes Rabhi
AU - Belaid Mechab
TI - Asymptotic normality of the kernel estimate for the Markovian transition operator
JO - Applicationes Mathematicae
PY - 2011
VL - 38
IS - 1
SP - 93
EP - 105
AB - 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.
LA - eng
KW - Markov processes
UR - http://eudml.org/doc/279965
ER -