Variance estimation in the central limit theorem for Markov chains

DOI10.1016/J.JSPI.2008.10.020zbMath1160.62078OpenAlexW1969957618MaRDI QIDQ1015870

Samis Trevezas, Nikolaos Limnios

Publication date: 30 April 2009

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.10.020

zbMATH Keywords

Markov chain estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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• ASYMPTOTIC PROPERTIES FOR MAXIMUM LIKELIHOOD ESTIMATORS FOR RELIABILITY AND FAILURE RATES OF MARKOV CHAINS
• The Lindeberg-Levy Theorem for Martingales

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