Geodesic
Asymptotic normality of the kernel estimate for the Markovian transition operator
Samir Benaissa1 ; Abbes Rabhi1 ; Belaid Mechab2
1 Laboratoire de Mathématiques Université de Sidi Bel Abbes BP 89, Sidi Bel Abbes 22000, Algeria
2 LMPM, Department of Mechanical Engineering University of Sidi Bel Abbes BP 89, Cité Ben M'hidi Sidi Bel Abbes 22000, Algeria
Applicationes Mathematicae, Tome 38 (2011) no. 1, pp. 93-105 Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

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We build a kernel estimator of the Markovian transition operator as an endomorphism on $L^1$ for some discrete time continuous states Markov processes which satisfy certain additional regularity conditions. The main result deals with the asymptotic normality of the kernel estimator constructed.
DOI : 10.4064/am38-1-7
Keywords: build kernel estimator markovian transition operator endomorphism discrete time continuous states markov processes which satisfy certain additional regularity conditions main result deals asymptotic normality kernel estimator constructed

Samir Benaissa 1 ; Abbes Rabhi 1 ; Belaid Mechab 2

1 Laboratoire de Mathématiques Université de Sidi Bel Abbes BP 89, Sidi Bel Abbes 22000, Algeria
2 LMPM, Department of Mechanical Engineering University of Sidi Bel Abbes BP 89, Cité Ben M'hidi Sidi Bel Abbes 22000, Algeria 
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Samir Benaissa; Abbes Rabhi; Belaid Mechab. Asymptotic normality of the kernel estimate for the Markovian transition operator. Applicationes Mathematicae, Tome 38 (2011) no. 1, pp. 93-105. doi: 10.4064/am38-1-7

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