Estimation of the derivative of a stationary measure with respect to a control parameter

DOI10.2307/3214571zbMath0792.62076OpenAlexW2321540280MaRDI QIDQ4018327

Felisa J. Vázquez-Abad, Harold J. Kushner

Publication date: 16 January 1993

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214571

zbMATH Keywords

derivativeinvariant measuretightnessergodic Markov chaintransition functionRadon-Nikodym derivativesfinite signed measure

Mathematics Subject Classification ID

Parametric inference (62F99) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Continuous-time Markov processes on discrete state spaces (60J27)

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