6533b85dfe1ef96bd12bd9ee
RESEARCH PRODUCT
KERNEL ESTIMATION OF THE TRANSITION DENSITY IN BIFURCATING MARKOV CHAINS
Siméon Valère Bitseki Pendasubject
cross validation methodKernel estimatorrule of thumb type methodasymptotic normalitybinary trees[MATH.MATH-ST] Mathematics [math]/Statistics [math.ST]bifurcating Markov chains[STAT] Statistics [stat]description
We study the kernel estimator of the transition density of bifurcating Markov chains. Under some ergodic and regularity properties, we prove that this estimator is consistent and asymptotically normal. Next, in the numerical studies, we propose two data-driven methods to choose the bandwidth parameters. These methods are based on the so-called two bandwidths approach.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2023-01-01 |