Asymptotic properties of the kernel estimator for thetransition density of a
نویسنده
چکیده
In this paper we prove rates of uniform strong convergence, convergence rates of the mean square error and the asymptotic normality of the kernel estimator for the transition density of a geometrically ergodic Markov chain. The assumptions on the Markov chain are closely related to absolute regularity. We allow the initial distribution of the Markov chain to be arbitrary.
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