Nonparametric estimation of probability density functions, both marginal and joint densities, is a very useful tool in statistics. The kernel method is popular and applicable to dependent data, ...

General formulae are developed for the joint probability mass functions and generating functions of (Xn,Sn), (Tr,STr ) (and (Xn,Sn,Fn), (Tr,STr ,FTr )) when Xn belongs to the family of Markov chain ...