Accession Number : AD0653272
Title : NONPARAMETRIC ESTIMATION IN MARKOV PROCESSES.
Descriptive Note : Technical rept.,
Corporate Author : WISCONSIN UNIV MADISON DEPT OF STATISTICS
Personal Author(s) : Roussas,George C.
Report Date : APR 1967
Pagination or Media Count : 13
Abstract : The purpose of the present paper is to consider the non-parametric estimation of densities in the case of Markov processes. Asymptotically unbiased estimates for the initial and (two-dimensional) joint densities are constructed. These estimates are shown to be consistent in quadratic mean, and furthermore a consistent, in the probability sense, estimate for the transition density is obtained. It is shown that, under suitable conditions, all three estimators mentioned, properly normalized, are asymptotically normal.
Descriptors : (*STATISTICAL PROCESSES, THEOREMS), PROBABILITY, MATHEMATICS, THEORY
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE