On kernel estimators of density for reversible Markov chains
Probability
2015-03-23 v1
Abstract
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.
Cite
@article{arxiv.1503.05987,
title = {On kernel estimators of density for reversible Markov chains},
author = {Martial Longla and Magda Peligrad and Hailin Sang},
journal= {arXiv preprint arXiv:1503.05987},
year = {2015}
}