A uniform Berry-Esseen theorem on \(M\)-estimators for geometrically ergodic Markov chains

DOI10.3150/10-BEJ347zbMath1279.60089arXiv1205.2947MaRDI QIDQ418248

James Ledoux, Loïc Hervé, Valentin Patilea

Publication date: 28 May 2012

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.2947

zbMATH Keywords

Markov chains; asymptotic properties of estimators; weak spectral method

Mathematics Subject Classification ID

60J05: Discrete-time Markov processes on general state spaces

Related Items

Asymptotic and non-asymptotic analysis for a hidden Markovian process with a quantum hidden system, Local limit theorem for a Markov additive process on with a null recurrent internal Markov chain, The Berry-Esseen bounds for kernel density estimator under dependent sample, Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap, On the recurrence set of planar Markov random walks, Multidimensional renewal theory in the non-centered case: application to strongly ergodic Markov chains, Parametric first-order Edgeworth expansion for Markov additive functionals. Application to \(M\)-estimations

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