The Berry-Esseen theorem for functionals of discrete Markov chains
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Cites work
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- Occupation measures for Markov chains
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Cited in
(35)- Approximate regenerative-block bootstrap for Markov chains
- Limit theorems for recurrent semi-Markov processes and Markov renewal processes
- Decay of correlations under Dobrushin's uniqueness condition and its applications
- Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains
- About the Berry-Esseen theorem for weakly dependent sequences
- Sharp asymptotics of large deviations for general state-space Markov-additive chains in \(\mathbb{R}^d\)
- Equidistribution of random walks on compact groups
- Return probabilities on nonunimodular transitive graphs
- A renewal approach to Markovian \(U\)-statistics
- Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings
- Berry-Esseen estimates for regenerative processes under weak moment assumptions
- Exact convergence rates in the central limit theorem for a class of martingales
- A regularity condition and a limit theorem for Harris ergodic Markov chains
- Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain
- Orlicz Integrability of Additive Functionals of Harris Ergodic Markov Chains
- About the Lindeberg method for strongly mixing sequences
- Regeneration-based statistics for Harris recurrent Markov chains
- The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains
- Asymptotic expansions for sums of weakly dependent random vectors
- Regeneration-based bootstrap for Markov chains
- Chernoff and Berry–Esséen inequalities for Markov processes
- The spectral method and the central limit theorem for general Markov chains
- Convolution-closed models for count time series with applications
- Mod-\(\phi\) convergence. II: Estimates on the speed of convergence
- Bootstrapping robust statistics for Markovian data applications to regenerative \(R\)-statistics and \(L\)-statistics
- The spectral method and the central limit theorem for general Markov chains
- The spectral method and the central limit theorem for general Markov chains
- Stein's method for conditional central limit theorem
- Extreme values statistics for Markov chains via the (pseudo-) regenerative method
- Rates in the central limit theorem for random projections of martingales
- On mean central limit theorems for stationary sequences
- Renewal type bootstrap for Markov chains
- Edgeworth expansion for ergodic diffusions
- Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains
- Nonparametric estimation in a nonlinear cointegration type model
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