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

Abstract

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