# A perturbation analysis of some Markov chains models with time-varying parameters

@article{Truquet2017APA, title={A perturbation analysis of some Markov chains models with time-varying parameters}, author={Lionel Truquet}, journal={arXiv: Statistics Theory}, year={2017} }

We study some regularity properties in locally stationary Markov models which are fundamental for controlling the bias of nonparametric kernel estimators. In particular, we provide an alternative to the standard notion of derivative process developed in the literature and that can be used for studying a wide class of Markov processes. To this end, for some families of V-geometrically ergodic Markov kernels indexed by a real parameter u, we give conditions under which the invariant probability…

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