Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains

DOI10.1007/s00440-004-0360-0zbMath1075.62075OpenAlexW1969133635MaRDI QIDQ1765111

Stéphan Clémençon, Patrice Bertail

Publication date: 22 February 2005

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-004-0360-0

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05) Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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