Rate of convergence of the spline estimates for Markov chains

We consider spline estimate for the prediction function in a stationary Markov chain. We show that we can construct estimates which achieve the same optimal rate of convergence as in the i.i.d. case.

MoreLess

Year of publication:	1989
Authors:	Burman, Prabir
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 8.1989, 3, p. 245-253
Publisher:	Elsevier
Keywords:	Markov chain B-spline rate of convergence

More details

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

Persistent link: https://www.econbiz.de/10005138010