Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains

DOI10.1007/s00440-004-0360-0zbMath1075.62075OpenAlexW1969133635MaRDI QIDQ1765111

Stéphan Clémençon, Patrice Bertail

Publication date: 22 February 2005

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-004-0360-0

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05) Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (16)

Regenerative block-bootstrap for Markov chains ⋮ Second-order properties of regeneration-based bootstrap for atomic Markov chains ⋮ Extreme values statistics for Markov chains via the (pseudo-) regenerative method ⋮ Empirical Processes in Survey Sampling with (Conditional) Poisson Designs ⋮ Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain ⋮ Statistical learning based on Markovian data maximal deviation inequalities and learning rates ⋮ Edgeworth expansion for ergodic diffusions ⋮ Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains ⋮ A renewal approach to Markovian \(U\)-statistics ⋮ The Nagaev-Guivarc’h method via the Keller-Liverani theorem ⋮ Second-order asymptotic expansion for a non-synchronous covariation estimator ⋮ Approximate regenerative-block bootstrap for Markov chains ⋮ Regenerative block empirical likelihood for Markov chains ⋮ Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings ⋮ Regeneration-based statistics for Harris recurrent Markov chains ⋮ Bootstrapping Robust Statistics for Markovian Data Applications to Regenerative R‐Statistics and L‐Statistics

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