Central limit theorems and statistical inference for finite Markov chains

DOI10.1007/BF00532560MaRDI QIDQ4769738zbMATH OpenOpenAlexFDO

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

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Cited in

(9)

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

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