Article ID Journal Published Year Pages File Type
1151416 Statistics & Probability Letters 2015 9 Pages PDF
Abstract
In this paper we investigate the kernel estimator of the density for a stationary reversible Markov chain. The proofs are based on a new central limit theorem for a triangular array of reversible Markov chains obtained under conditions imposed to covariances, which has interest in itself.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
On kernel estimators of density for reversible Markov chains
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