On kernel estimators of density for reversible Markov chains

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.

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Year of publication:	2015
Authors:	Longla, Martial ; Peligrad, Magda ; Sang, Hailin
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 100.2015, C, p. 149-157
Publisher:	Elsevier
Subject:	Central limit theorem \| Density estimation \| Kernel estimators \| Reversible Markov chains

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011263144