Efficient estimation of the stationary distribution for exponentially ergodic Markov chains

DOI10.1016/0378-3758(91)90085-SzbMATH Open0727.62079MaRDI QIDQ803698FDOQ803698

Authors: Spiridon Penev 

Publication date: 1991

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

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zbMATH Keywords

asymptotic efficiencystabilityempirical distributionexponential ergodicityMarkov sequencelocally asymptotically minimaxcontinuous stationary distributionlocal minimax boundstationary and ergodic random sequence

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Order statistics; empirical distribution functions (62G30)

Cites Work

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Cited In (20)

• Optimality of estimators for misspecified semi-Markov models
• Asymptotic inference for continuous-time Markov chains
• Estimating the stationary distribution of a Markov chain
• Title not available (Why is that?)
• Some developments in semiparametric statistics
• Parameter Estimation in Minification Processes
• Improved estimators for constrained Markov chain models
• Information bounds for Gibbs samplers
• Efficient estimators for functionals of Markov chains with parametric marginals.
• Efficiency of empirical estimators for Markov chains
• Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields
• Estimating invariant laws of linear processes by \(U\)-statistics.
• Title not available (Why is that?)
• Quasi-likelihood models and optimal inference
• Estimation for Markov chains with periodically missing observations
• Nonparametric estimators for Markov step processes
• Estimators for alternating nonlinear autoregression
• Title not available (Why is that?)
• Adaptive estimators for parameters of the autoregression function of a Markov chain
• Title not available (Why is that?)

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