Efficiency of empirical estimators for Markov chains

DOI10.1214/aos/1176324459zbMath0822.62067OpenAlexW1980567312MaRDI QIDQ1895348

Prescilla E. Greenwood, Wolfgang Wefelmeyer

Publication date: 10 September 1995

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176324459

zbMATH Keywords

efficiencylinear functionalempirical distributionempirical estimatormartingale approximationuniformly ergodic Markov chainempirical joint distribution functionfunctional convolution theoremunknown transition distribution

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Markov processes: estimation; hidden Markov models (62M05)

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