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arXiv · 1503.05987

On kernel estimators of density for reversible Markov chains

Martial Longla·Magda Peligrad·Hailin Sang
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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.

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Martial Longla, Magda Peligrad, Hailin Sang. 2015-03-20. On kernel estimators of density for reversible Markov chains. https://doi.org/10.1016/j.spl.2015.02.013

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