Asymptotic normality of the kernel estimate for the Markovian transition operator

• Autorzy: Samir Benaissa , Abbes Rabhi , Belaid Mechab
• Języki publikacji: EN

Abstrakty

EN

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.

Kategorie tematyczne

• 62M15: Spectral analysis
• 62M05: Markov processes: estimation

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2011
• Tom: 38
• Numer: 1
• Strony: 93-105

Daty

wydano

2011

Twórcy

autor

Samir Benaissa

• Laboratoire de Mathématiques, Université de Sidi Bel Abbes, BP 89, Sidi Bel Abbes 22000, Algeria

autor

Abbes Rabhi

• Laboratoire de Mathématiques, Université de Sidi Bel Abbes, BP 89, Sidi Bel Abbes 22000, Algeria

autor

Belaid Mechab

• LMPM, Department of Mechanical Engineering, University of Sidi Bel Abbes, BP 89, Cité Ben M'hidi, Sidi Bel Abbes 22000, Algeria

Identyfikatory

DOI

10.4064/am38-1-7