Estimating the stationary distribution of a Markov chain (Q1404150)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the stationary distribution of a Markov chain |
scientific article |
Statements
Estimating the stationary distribution of a Markov chain (English)
0 references
20 August 2003
0 references
Markov chains
0 references
stationary distribution
0 references
consistency
0 references
asymptotic normality
0 references
Poisson equation
0 references
martingale central limit theorem
0 references
