A uniform Berry-Esseen theorem on \(M\)-estimators for geometrically ergodic Markov chains (Q418248): Difference between revisions

@@ Property / author @@
-Valentin Patilea
@@ Property / author: Valentin Patilea / rank @@
-Normal rank
@@ Property / author @@
+Valentin Patilea
@@ Property / author: Valentin Patilea / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J05
@@ Property / Mathematics Subject Classification ID: 60J05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6038713
@@ Property / zbMATH DE Number: 6038713 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymptotic properties of estimators
@@ Property / zbMATH Keywords: asymptotic properties of estimators / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Markov chains
@@ Property / zbMATH Keywords: Markov chains / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+weak spectral method
@@ Property / zbMATH Keywords: weak spectral method / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.2947
@@ Property / arXiv ID: 1205.2947 / rank @@
+Normal rank
@@ Property / cites work @@
+A remark on approximate \(M\)-estimators
@@ Property / cites work: A remark on approximate \(M\)-estimators / rank @@
+Normal rank
@@ Property / cites work @@
+A Berry–Esséen Bound for M‐estimators
@@ Property / cites work: A Berry–Esséen Bound for M‐estimators / rank @@
+Normal rank
@@ Property / cites work @@
+The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains
+Normal rank
@@ Property / cites work @@
+Q5342675
@@ Property / cites work: Q5342675 / rank @@
+Normal rank
@@ Property / cites work @@
+ON LIKELIHOOD ESTIMATION FOR DISCRETELY OBSERVED MARKOV JUMP PROCESSES
+Normal rank
@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
+Normal rank
@@ Property / cites work @@
+Characterization of weak convergence of Birkhoff sums for Gibbs-Markov maps
+Normal rank
@@ Property / cites work @@
+Banach spaces adapted to Anosov systems
@@ Property / cites work: Banach spaces adapted to Anosov systems / rank @@
+Normal rank
@@ Property / cites work @@
+Central limit theorems for iterated random Lipschitz mappings.
+Normal rank
@@ Property / cites work @@
+Rate of convergence in the central limit theorem for strongly ergodic Markov chains
+Normal rank
@@ Property / cites work @@
+The Nagaev-Guivarc’h method via the Keller-Liverani theorem
+Normal rank
@@ Property / cites work @@
+Q3828838
@@ Property / cites work: Q3828838 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4943988
@@ Property / cites work: Q4943988 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4832197
@@ Property / cites work: Q4832197 / rank @@
+Normal rank
@@ Property / cites work @@
+Markov chains and stochastic stability
@@ Property / cites work: Markov chains and stochastic stability / rank @@
+Normal rank
@@ Property / cites work @@
+Computable bounds for geometric convergence rates of Markov chains
+Normal rank
@@ Property / cites work @@
+The accuracy of the normal approximation for minimum contrast estimates
+Normal rank
@@ Property / cites work @@
+Étude de l'estimateur du maximum de vraisemblance dans le cas d'un processus autorégressif: convergence, normalité asymptotique, vitesse de convergence. (Asymptotic behaviour of maximum likelihood estimator in an autoregressive process: consistency, asymptotic distribution and expansion, rate of convergence)
+Normal rank
@@ Property / cites work @@
+The Berry-Esseen bound for minimum contrast estimates
+Normal rank
@@ Property / cites work @@
+On the rate of convergence of estimators for Markov processes
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:418248