Search results for "cross validation method"

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KERNEL ESTIMATION OF THE TRANSITION DENSITY IN BIFURCATING MARKOV CHAINS

2023

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.

cross validation methodKernel estimatorrule of thumb type methodasymptotic normalitybinary trees[MATH.MATH-ST] Mathematics [math]/Statistics [math.ST]bifurcating Markov chains[STAT] Statistics [stat]
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