Estimador do Tipo Núcleo para Densidades Limites de Cadeias de Markov com Espaço de Estados Geral

In this work we studied the consistency for a class of kernel estimates of f f (.) in the Markov chains with general state space E C Rd case. This study is divided into two parts: In the first one f (.) is a stationary density of the chain, and in the second one f (x) v (dx) is the limit distribution of a geometrically ergodic chain

Grantor dc:publisher

Universidade Federal do Rio Grande do Norte

Year dc:date.issued

2010

Author dc:creator

• Soares, Maria Aparecida da Silva

Advisor dc:contributor.advisor

• Campos, Viviane Simioli Medeiros

• Cadeias de Markov
• Estimadores núcleo
• Ergodicidade geométrica
• Markov chains
• kernel estimates
• Geometrically ergodic

Statement dc:rights

• Acesso Aberto

Language dc:language

por

Repository record dc:identifier.uri

https://repositorio.ufrn.br/jspui/handle/123456789/18631

OAI identifier oai:identifier

oai:repositorio.ufrn.br:123456789/18631