Reversible Markov chains and optimality of symmetrized empirical estimators (Q1283386)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1275548
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Reversible Markov chains and optimality of symmetrized empirical estimators |
scientific article; zbMATH DE number 1275548 |
Statements
Reversible Markov chains and optimality of symmetrized empirical estimators (English)
0 references
4 April 2001
0 references
The authors study symmetrized estimators for reversible Markov chains and prove their efficiency. They apply the theory to diffusion processes which are observed at evenly spaced discrete time points.
0 references
reversible Markov chains
0 references
efficiency
0 references
diffusion processes
0 references
