Efficiency of empirical estimators for Markov chains (Q1895348)

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scientific article; zbMATH DE number 786206
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Efficiency of empirical estimators for Markov chains
scientific article; zbMATH DE number 786206

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    Efficiency of empirical estimators for Markov chains (English)
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    10 September 1995
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    empirical distribution
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    uniformly ergodic Markov chain
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    unknown transition distribution
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    empirical estimator
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    linear functional
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    efficiency
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    martingale approximation
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    empirical joint distribution function
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    functional convolution theorem
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