Efficient estimation of invariant distributions of some semiparametric Markov chain models. (Q1856536)
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scientific article; zbMATH DE number 1865847
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| English | Efficient estimation of invariant distributions of some semiparametric Markov chain models. |
scientific article; zbMATH DE number 1865847 |
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Efficient estimation of invariant distributions of some semiparametric Markov chain models. (English)
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10 February 2003
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Markov chain
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efficient estimator
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empirical estimator
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sample splitting
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nonlinear heteroscedastic autoregression
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quasi-likelihood
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Markov chain Monte Carlo
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0.8523684144020081
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0.8517059087753296
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0.8445831537246704
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0.8383750319480896
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0.8166671395301819
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