Abstract
This paper deals with a general class of recursive estimates of the density function in a continuous-time stationary Markov process. Under the condition $G_2$ of Rosenblatt sufficient conditions for almost sure convergence of such estimates are given.
Citation
Hung T. Nguyen. "Density Estimation in a Continuous-Time Stationary Markov Process." Ann. Statist. 7 (2) 341 - 348, March, 1979. https://doi.org/10.1214/aos/1176344618
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