Berry–Esséen theorem for sample quantiles of asymptotically uncorrelated non reversible Markov chains

DOI10.1080/03610926.2015.1076478zbMATH Open1369.60010OpenAlexW2541632074WikidataQ131316949 ScholiaQ131316949MaRDI QIDQ4976271FDOQ4976271

Authors: Zbigniew S. Szewczak 

Publication date: 27 July 2017

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1076478

zbMATH Keywords

normal approximationMarkov chainssample quantilesBerry-Esséen theorem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05)

Cites Work

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• Statistics and Data Analysis for Financial Engineering
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• On the Central Limit Theorem for Markov Chains

Cited In (3)

• A Berry-Esseen theorem for sample quantiles under association
• The Berry-Esseen bound for general Markov chains
• A. de Moivre theorem revisited

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