Asymptotic normality of the kernel estimate for the Markovian transition operator
Samir Benaissa, Abbes Rabhi, Belaid Mechab (2011)
Applicationes Mathematicae
Similarity:
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.