Reversible Markov chains and optimality of symmetrized empirical estimators (Q1283386)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reversible Markov chains and optimality of symmetrized empirical estimators |
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Reversible Markov chains and optimality of symmetrized empirical estimators (English)
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4 April 2001
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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.
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reversible Markov chains
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efficiency
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diffusion processes
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