ASYMPTOTIC VARIANCE OF PASSAGE TIME ESTIMATORS IN MARKOV CHAINS
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Publication:3444649
DOI10.1017/S0269964807070143zbMath1111.62068OpenAlexW2092106245MaRDI QIDQ3444649
Publication date: 4 June 2007
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0269964807070143
Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Markov processes: estimation; hidden Markov models (62M05)
Cites Work
- Markov chain sensitivity measured by mean first passage times
- Using permutations in regenerative simulations to reduce variance
- Sensitivity of the Stationary Distribution of a Markov Chain
- Perturbation realization, potentials, and sensitivity analysis of Markov processes
- Taylor series expansions for stationary Markov chains
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