Semiparametric smoothing for discrete data

A method for semiparametric smoothing of discrete data is proposed. The method consists of the repeated application of a Markov chain transition matrix constructed so as to have a given standard discrete parametric vehicle model as its stationary distribution. Theory and practical examples suggest that the approach yields improved performance over fully nonparametric methods when the vehicle model is a good one and otherwise provides a method comparable to fully nonparametric smoothers. An automatic choice of the amount of smoothing is,proposed and used.