A stochastic kernel is the transition function of a (usually discrete-time) stochastic process. Often, it is assumed to be iid, thus a probability density function.
Formally a density can be
where is the observed series, is the bandwidth, and K is the kernel function.
- The uniform kernel is for .
- The triangular kernel is for .
- The quartic kernel is for .
- The Epanechnikov kernel is for .
it:Probabilità di transizione