Variance estimation in the central limit theorem for Markov chains
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Publication:1015870
DOI10.1016/J.JSPI.2008.10.020zbMath1160.62078OpenAlexW1969957618MaRDI QIDQ1015870
Samis Trevezas, Nikolaos Limnios
Publication date: 30 April 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2008.10.020
Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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