Estimating the stationary distribution of a Markov chain
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Publication:1404150
DOI10.1007/s00199-002-0292-9zbMath1020.62073MaRDI QIDQ1404150
Krishna B. Athreya, Mukul K. Majumdar
Publication date: 20 August 2003
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://hdl.handle.net/1813/9192
consistency; Markov chains; asymptotic normality; Poisson equation; stationary distribution; martingale central limit theorem
62F12: Asymptotic properties of parametric estimators
62M05: Markov processes: estimation; hidden Markov models
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