Convergence of moments in a Markov-chain central limit theorem (Q1866445)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of moments in a Markov-chain central limit theorem |
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Convergence of moments in a Markov-chain central limit theorem (English)
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2001
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The author extends the central limit theorem for Markov chains when the functionals of moments converge. Also, it is derived a study of nonasymptotic bounds for the error in approximating the moments.
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Markov chains
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central limit theorem
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