Central limit theorems and statistical inference for finite Markov chains

DOI10.1007/BF00532560zbMATH Open0283.60069OpenAlexW2044042916MaRDI QIDQ4769738FDOQ4769738

Authors: Thomas Höglund 

Publication date: 1974

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532560

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

• The Lindeberg-Levy Theorem for Martingales
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• Unzerlegbare, nicht negative Matrizen
• A Variational Characterization of Finite Markov Chains
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• A refined saddle point approximation
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• The exact estimate?a method of statistical estimation

Cited In (9)

• Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks
• Risk theory in a Markovian environment
• Symmetric Gibbs measures
• Occupation measure for random walk on the circle
• Saddlepoint expansions for sums of Markov dependent variables on a continuous state space
• Bayesian analysis for reversible Markov chains
• A one-dimensional model with phase transition
• A note on asymptotic expansions for Markov chains using operator theory
• A multi-dimensional renewal theorem for finite Markov chains

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