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

Recommendations

• On the first-order Edgeworth expansion for a Markov chain
• Edgeworth expansion for ergodic diffusions
• Some continuous Edgeworth expansions for Markov chains with applications to bootstrap
• Edgeworth expansions for \(M\)-estimators of a regression parameter
• Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains

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)

Cites Work

• Title not available (Why is that?)
• Efficient parameter estimation for self-similar processes
• Markov chains and stochastic stability
• Approximations for densities of sufficient estimators
• Regenerative stochastic processes
• Title not available (Why is that?)
• Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process
• Title not available (Why is that?)
• Asymptotic distribution of statistics in time series
• Title not available (Why is that?)
• The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains
• Title not available (Why is that?)
• Asymptotic Inference in Markov Processes
• The Nagaev-Guivarc'h method via the Keller-Liverani theorem
• Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap
• ON LIKELIHOOD ESTIMATION FOR DISCRETELY OBSERVED MARKOV JUMP PROCESSES
• A uniform Berry-Esseen theorem on \(M\)-estimators for geometrically ergodic Markov chains
• Title not available (Why is that?)
• Edgeworth expansion for \(M\)-estimators of \(V\)-geometrically ergodic Markov chains
• Asymptotic expansions related to minimum contrast estimators
• On the approximation of positive operators and the behaviour of the spectra of the approximants
• A renewal approach to Markovian \(U\)-statistics
• Maximum likelihood estimation for Markov processes
• Note on minimum contrast estimates for Markov processes
• Regularity of the characteristic function of additive functionals for iterated function systems. Statistical applications

Cited In (2)

• A Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chains
• Title not available (Why is that?)

This page was built for publication: Parametric first-order Edgeworth expansion for Markov additive functionals. Application to \(M\)-estimations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2346196)