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Nonparametric estimation of Markov transition functions. (English) Zbl 0407.62060


MSC:

62M05 Markov processes: estimation; hidden Markov models
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
65C99 Probabilistic methods, stochastic differential equations
62G05 Nonparametric estimation
62H12 Estimation in multivariate analysis

Citations:

Zbl 0188.505
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