Efficiency of empirical estimators for Markov chains (Q1895348)

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scientific article; zbMATH DE number 786206
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    Efficiency of empirical estimators for Markov chains
    scientific article; zbMATH DE number 786206

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      Efficiency of empirical estimators for Markov chains (English)
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      10 September 1995
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      empirical distribution
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      uniformly ergodic Markov chain
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      unknown transition distribution
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      empirical estimator
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      linear functional
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      efficiency
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      martingale approximation
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      empirical joint distribution function
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      functional convolution theorem
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