Parametric first-order Edgeworth expansion for Markov additive functionals. Application to M-estimations

DOI10.1214/13-AIHP592zbMATH Open1322.60158OpenAlexW2080552484MaRDI QIDQ2346196FDOQ2346196

Authors Déborah Ferré

Publication date 29 May 2015

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.aihp/1428672691

zbMATH Keywords

Edgeworth expansionadditive functionalsperturbation operatorergodic Markov chain\(M\)-estimations

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Local time and additive functionals (60J55)

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Cited in

(2)

• scientific article; zbMATH DE number 3872405 (Why is no real title available?)
• A Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chains

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