On kernel estimators of density for reversible Markov chains

Published 20 Mar 2015 in math.PR | (1503.05987v1)

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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