Estimation of the autocorrelation coefficient in simple Markov chains

DOI10.1093/BIOMET/59.1.85MaRDI QIDQ5644911zbMATH OpenOpenAlexFDO

Authors I. V. Basawa

Publication date 1972

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/59.1.85

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Exact distribution theory in statistics (62E15) Asymptotic properties of parametric estimators (62F12)

Cited in

(1)

• Bootstrapping the autocorrelation coefficient of finite Markov chains

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