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Convergence of moments in a Markov-chain central limit theorem - MaRDI portal

Convergence of moments in a Markov-chain central limit theorem (Q1866445)

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scientific article; zbMATH DE number 1893620
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Convergence of moments in a Markov-chain central limit theorem
scientific article; zbMATH DE number 1893620

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    Convergence of moments in a Markov-chain central limit theorem (English)
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    2001
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    The author extends the central limit theorem for Markov chains when the functionals of moments converge. Also, it is derived a study of nonasymptotic bounds for the error in approximating the moments.
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    Markov chains
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    central limit theorem
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