Lei, Liangzhen; Wu, Liming - In: Stochastic Processes and their Applications 115 (2005) 2, pp. 275-298
In this paper, we consider a uniformly ergodic Markov process (Xn)n[greater-or-equal, slanted]0 valued in a measurable subset E of Rd with the unique invariant measure , where the density f is unknown. We establish the large deviation estimations for the nonparametric kernel density estimator in...