Longla, Martial; Peligrad, Magda; Sang, Hailin - In: Statistics & Probability Letters 100 (2015) C, pp. 149-157
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.