@article{AIHPB_2007__43_5_571_0,
author = {Lacour, Claire},
title = {Adaptive estimation of the transition density of a {Markov} chain},
journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
pages = {571--597},
year = {2007},
publisher = {Elsevier},
volume = {43},
number = {5},
doi = {10.1016/j.anihpb.2006.09.003},
mrnumber = {2347097},
zbl = {1125.62087},
language = {en},
url = {https://www.numdam.org/articles/10.1016/j.anihpb.2006.09.003/}
}
TY - JOUR AU - Lacour, Claire TI - Adaptive estimation of the transition density of a Markov chain JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2007 SP - 571 EP - 597 VL - 43 IS - 5 PB - Elsevier UR - https://www.numdam.org/articles/10.1016/j.anihpb.2006.09.003/ DO - 10.1016/j.anihpb.2006.09.003 LA - en ID - AIHPB_2007__43_5_571_0 ER -
%0 Journal Article %A Lacour, Claire %T Adaptive estimation of the transition density of a Markov chain %J Annales de l'I.H.P. Probabilités et statistiques %D 2007 %P 571-597 %V 43 %N 5 %I Elsevier %U https://www.numdam.org/articles/10.1016/j.anihpb.2006.09.003/ %R 10.1016/j.anihpb.2006.09.003 %G en %F AIHPB_2007__43_5_571_0
Lacour, Claire. Adaptive estimation of the transition density of a Markov chain. Annales de l'I.H.P. Probabilités et statistiques, Tome 43 (2007) no. 5, pp. 571-597. doi: 10.1016/j.anihpb.2006.09.003
[1] , Critères d'ergodicité de quelques modèles à représentation markovienne, C. R. Acad. Sci. Paris Sér. I 315 (12) (1992) 1301-1304. | Zbl | MR
[2] , , Kernel estimation for real-valued Markov chains, Sankhyā Ser. A 60 (1) (1998) 1-17. | Zbl | MR
[3] , , , Adaptive estimation in autoregression or β-mixing regression via model selection, Ann. Statist. 29 (3) (2001) 839-875. | Zbl | MR
[4] , , , Risk bounds for model selection via penalization, Probab. Theory Related Fields 113 (3) (1999) 301-413. | Zbl | MR
[5] , , On Berry-Esseen theorem for nonparametric density estimation in Markov sequences, Bull. Inform. Cybernet. 30 (1) (1998) 25-39. | Zbl | MR
[6] , Approximation dans les espaces métriques et théorie de l'estimation, Z. Wahrsch. Verw. Gebiete 65 (2) (1983) 181-237. | Zbl | MR
[7] , , From model selection to adaptive estimation, in: Festschrift for Lucien Le Cam, Springer, New York, 1997, pp. 55-87. | Zbl | MR
[8] , , Minimum contrast estimators on sieves: exponential bounds and rates of convergence, Bernoulli 4 (3) (1998) 329-375. | Zbl | MR
[9] , Sur l'estimation de la densité d'un processus stationnaire et mélangeant, C. R. Acad. Sci. Paris Sér. A-B 277 (1973) A535-A538. | Zbl | MR
[10] , , Computable infinite dimensional filters with applications to discretized diffusion processes, Stochastic Process. Appl. 116 (10) (2006) 1447-1467. | Zbl | MR
[11] , Adaptive estimation of the transition density of a regular Markov chain, Math. Methods Statist. 9 (4) (2000) 323-357. | Zbl | MR
[12] , Adaptive estimation of the spectrum of a stationary Gaussian sequence, Bernoulli 7 (2) (2001) 267-298. | Zbl | MR
[13] , , Adaptive estimation of mean and volatility functions in (auto-)regressive models, Stochastic Process. Appl. 97 (1) (2002) 111-145. | Zbl | MR
[14] , , A new algorithm for fixed design regression and denoising, Ann. Inst. Statist. Math. 56 (3) (2004) 449-473. | Zbl | MR
[15] , Mixing. Properties and Examples, Lecture Notes in Statistics, vol. 85, Springer-Verlag, New York, 1994. | Zbl | MR
[16] , , Estimation de la transition de probabilité d'une chaîne de Markov Doëblin-récurrente. Étude du cas du processus autorégressif général d'ordre 1, Stochastic Process. Appl. 15 (3) (1983) 271-293. | Zbl | MR
[17] , , , , Wavelets, Approximation, and Statistical Applications, Lecture Notes in Statistics, vol. 129, Springer-Verlag, New York, 1998. | Zbl | MR
[18] , , , Recursive nonparametric estimation of nonstationary Markov processes, Bol. Soc. Mat. Mexicana (2) 33 (2) (1988) 57-69. | Zbl | MR
[19] , Wavelet characterizations for anisotropic Besov spaces, Appl. Comput. Harmon. Anal. 12 (2) (2002) 179-208. | Zbl | MR
[20] , Nonparametric estimation of the stationary density and the transition density of a Markov chainhttp://www.math-info.univ-paris5.fr/map5/publis/titres05.html. | Zbl
[21] , , Markov Chains and Stochastic Stability, Springer-Verlag, London, 1993. | Zbl | MR
[22] , Sur un modèle autorégressif non linéaire : ergodicité et ergodicité géométrique, J. Time Ser. Anal. 8 (2) (1987) 195-204. | Zbl | MR
[23] , Approximation of Functions of Several Variables and Imbedding Theorems, Springer-Verlag, New York, 1975, translated from the Russian by John M. Danskin, Jr., Die Grundlehren der Mathematischen Wissenschaften, Band 205. | Zbl | MR
[24] , , On the Poisson equation and diffusion approximation. I, Ann. Probab. 29 (3) (2001) 1061-1085. | Zbl | MR
[25] , Nonparametric estimation in Markov processes, Ann. Inst. Statist. Math. 21 (1969) 73-87. | Zbl | MR
[26] , New concentration inequalities in product spaces, Invent. Math. 126 (3) (1996) 505-563. | Zbl | MR
[27] , Inequalities for absolutely regular sequences: application to density estimation, Probab. Theory Related Fields 107 (4) (1997) 467-492. | Zbl | MR
Cité par Sources :






