scientific article; zbMATH DE number 4153744

MaRDI QIDQ3482730zbMATH OpenFDO

Authors D. V. Sin'kevich

Publication date 1990

zbMATH Keywords

closed systemleast-squares methodrate of convergencetransient probabilities

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov processes: estimation; hidden Markov models (62M05)

Recommendations

• scientific article; zbMATH DE number 3938361
• On Estimates of the Rate of Convergence in the Central Limit Theorem for Homogeneous Markov Chains
• scientific article; zbMATH DE number 3888644
• A uniform estimate for the rate of convergence in the central limit theorem for homogeneous Markov chains
• On convergence rates for homogeneous Markov chains
• Rate of Convergence for Derivative Estimation of Discrete-Time Markov Chains via Finite-Difference Approximation with Common Random Numbers
• A new rate of convergence estimate for homogeneous discrete-time nonlinear Markov chains
• scientific article; zbMATH DE number 3543324
• On Rate of Convergence of Statistical Estimation of Stationary Ergodic Processes

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3482730)