ON THE LAW OF LARGE NUMBERS FOR (GEOMETRICALLY) ERGODIC MARKOV CHAINS
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Publication:2886965
DOI10.1017/S0266466607070326zbMath1237.60023MaRDI QIDQ2886965
Søren Tolver Jensen, Anders Rahbek
Publication date: 14 May 2012
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466607070326
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60J05: Discrete-time Markov processes on general state spaces
60F15: Strong limit theorems
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