On the first-order Edgeworth expansion for a Markov chain

DOI10.1006/jmva.1993.1020zbMath0770.60023OpenAlexW2087505056MaRDI QIDQ1209887

William P. McCormick, Somnath Datta

Publication date: 16 May 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1993.1020

zbMATH Keywords

Markov processcentral limit theoremasymptotic variancemaximum likelihood estimatorfirst-order Edgeworth expansion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05)

Related Items (8)

Spectral theory and limit theorems for geometrically ergodic Markov processes ⋮ Partial mixing and Edgeworth expansion ⋮ Regeneration-based bootstrap for Markov chains ⋮ Second-order properties of regeneration-based bootstrap for atomic Markov chains ⋮ Balanced importance resampling for Markov chains ⋮ Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains ⋮ The Nagaev-Guivarc’h method via the Keller-Liverani theorem ⋮ Large deviations and full Edgeworth expansions for finite Markov chains with applications to the analysis of genomic sequences

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