Central limit theorems and statistical inference for finite Markov chains

DOI10.1007/BF00532560zbMath0283.60069OpenAlexW2044042916MaRDI QIDQ4769738

Thomas Höglund

Publication date: 1974

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532560

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (9)

A note on asymptotic expansions for Markov chains using operator theory ⋮ Occupation measure for random walk on the circle ⋮ Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks ⋮ Symmetric Gibbs measures ⋮ A multi-dimensional renewal theorem for finite Markov chains ⋮ A one-dimensional model with phase transition ⋮ Bayesian analysis for reversible Markov chains ⋮ Saddlepoint expansions for sums of Markov dependent variables on a continuous state space ⋮ Risk theory in a Markovian environment

Cites Work

• A refined saddle point approximation
• Unzerlegbare, nicht negative Matrizen
• The exact estimate?a method of statistical estimation
• The Lindeberg-Levy Theorem for Martingales
• A Variational Characterization of Finite Markov Chains
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