Uniform iterated logarithm laws for martingales and their application to functional estimation in controlled Markov chains
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- Masry, Elias & Györfi, László, 1987. "Strong consistency and rates for recursive probability density estimators of stationary processes," Journal of Multivariate Analysis, Elsevier, vol. 22(1), pages 79-93, June.
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- Loukianova, D. & Loukianov, O., 2005. "Uniform law of large numbers and consistency of estimators for Harris diffusions," Statistics & Probability Letters, Elsevier, vol. 74(4), pages 347-355, October.
- Nadine Hilgert & Bruno Portier, 2012. "Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models," Statistical Inference for Stochastic Processes, Springer, vol. 15(2), pages 105-125, July.
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Keywords
Iterated logarithm law Autoregressive model Controlled model Markov chain Kernel estimator;Statistics
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