Hilbertian invariance principle for empirical process associated with a Markov process (Q1812229)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Hilbertian invariance principle for empirical process associated with a Markov process |
scientific article; zbMATH DE number 1931570
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hilbertian invariance principle for empirical process associated with a Markov process |
scientific article; zbMATH DE number 1931570 |
Statements
Hilbertian invariance principle for empirical process associated with a Markov process (English)
0 references
2003
0 references
forward-backward martingale decomposition
0 references
functional central limit theorem or Donsker's invariance principle
0 references
empirical process
0 references