Séminaire Mathématique de Béjaia
Volume 16, Numéro 1, Pages 74-74
2018-12-31
Authors : Afroun Fairouz . Aïssani Djamil . Hamadouche Djamel .
In this work, we study the problem of choosing the smoothing parameter for an associated kernel estimator of the transition matrix of a discrete Markov chain. To do this, we considered an (R, s, S) inventory model. Based on numerical examples, we found that the chosen smoothing parameter estimator, by minimizing a certain matrix norm, gives better results, in terms of stationary characteristics of the model, than classical alternatives.
Inventory model; Markov chain; Smoothing parameter; Associated kernels; Errors.
Amira Soumia
.
pages 7-14.
Ziane Yasmina
.
Zougab Nabil
.
Adjabi Smail
.
pages 38-47.
Djemai Mohamed
.
Guerti Mhania
.
pages 45-50.
Chennaf Bouchra
.
Abdelouahab Mohammed Salah
.
pages 63-85.
Touaibia Imane
.
Ghenim Abderrahmane Nekkache
.
pages 116-126.