Hilbertian invariance principle for empirical process associated with a Markov process (Q1812229)
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 1931570
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Hilbertian invariance principle for empirical process associated with a Markov process |
scientific article; zbMATH DE number 1931570 |
Statements
Hilbertian invariance principle for empirical process associated with a Markov process (English)
0 references
2003
0 references
forward-backward martingale decomposition
0 references
functional central limit theorem or Donsker's invariance principle
0 references
empirical process
0 references
0.780616283416748
0 references
0.7720620036125183
0 references
0.7715328931808472
0 references
0.7685835957527161
0 references
