Last passage time for the empirical mean of some mixing processes

DOI10.1016/S0167-7152(98)00092-3zbMath0943.60017WikidataQ126644643 ScholiaQ126644643MaRDI QIDQ1305286

Philippe Barbe, Michel Doisy, Bernard Garel

Publication date: 4 September 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

AR processesMarkov chain Monte Carlo methodsmixing processesempirical mean

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05)

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Cites Work

• Some mixing properties of time series models
• Time series: theory and methods.
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• Second-order asymptotics for the number of times an estimator is more than \(\varepsilon\) from its target value
• Sampling-Based Approaches to Calculating Marginal Densities
• The Calculation of Posterior Distributions by Data Augmentation
• Convergence of Distributions Generated by Stationary Stochastic Processes
• Monte Carlo sampling methods using Markov chains and their applications
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